Journal of the Australian Mathematical Society

Table of Contents - 2009 - Volume 86, Issue 03  

Research Article

AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES

ZHICHENG CHENa1, ZUOXIANG PENGa2 c1 and HONGYUN ZHANGa3

a1 Department of Mathematics, Henan Institute of Science and Technology, Xinxiang 453003, PR China (email: www.maths@163.com)

a2 School of Mathematics and Statistics, Southwest University, Chongqing 400715, PR China (email: pzx@swu.edu.cn)

a3 Department of Mathematics, Henan Institute of Science and Technology, Xinxiang 453003, PR China (email: zhhy2008@163.com)

Abstract

An almost sure limit theorem for the maxima of multivariate stationary Gaussian sequences is proved under some mild conditions.

(Received April 30 2007)

(Accepted May 17 2008)

2000 Mathematics subject classification

  • primary 60F15; secondary 62H10

Keywords and phrases

  • almost sure central limit theorem;
  • multivariate stationary Gaussian sequences

Correspondence:

c1 For correspondence; e-mail: pzx@swu.edu.cn

Footnotes

This work was partially supported by the National Natural Science Foundation of China (grant no. 70371061).