Accession Number : AD0768361
Title : On Extreme Values in Stationary Sequences.
Descriptive Note : Technical rept.,
Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Leadbetter,M. R.
Report Date : AUG 1973
Pagination or Media Count : 37
Abstract : Extreme value theory is considered for stationary sequences (xi sub n) satisfying dependence restrictions significantly weaker than strong mixing. In particular the basic theorem of Gnedenko (developed later by Loynes for mixing sequences) is proved under the weak restrictions. The conditions for the general results are shown to apply to stationary normal sequences under the very weak covariance assumptions used previously (e.g. by S.M. Berman). Distributional limit theorems for other order statistics are also obtained. (Author)
Descriptors : (*STOCHASTIC PROCESSES, THEOREMS), SEQUENCES(MATHEMATICS), RANDOM VARIABLES, DISTRIBUTION FUNCTIONS, CORRELATION TECHNIQUES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE