An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences

Fuming Lin (Sichuan University of Science and Engineering)

Abstract


In this paper, we prove an almost sure limit theorem for the maxima of strongly dependent Gaussian sequences under some mild conditions. The result is an expansion of the weakly dependent result of E. Csaki and K. Gonchigdanzan.

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Pages: 224-231

Publication Date: May 24, 2009

DOI: 10.1214/ECP.v14-1461

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