2022Mathematical Foundations of ComputingOpen access

Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences

Zhicheng Chen, Hongyun Zhang, Xinsheng Liu

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Abstract

We derive the limit distribution and the almost sure central limit theorem in the joint of the maxima and minima for strongly dependent nonstationary multivariate Gaussian sequences under some suitable conditions as to the convergence rate of covariance functions.

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What this paper is about

We derive the limit distribution and the almost sure central limit theorem in the joint of the maxima and minima for strongly dependent nonstationary multivariate Gaussian sequences under some suitable conditions as to the convergence rate of covariance functions.

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Available abstract

We derive the limit distribution and the almost sure central limit theorem in the joint of the maxima and minima for strongly dependent nonstationary multivariate Gaussian sequences under some suitable conditions as to the convergence rate of covariance functions.

Key concepts: Maxima and minima, Maxima, Gaussian, Covariance, Mathematics, Limit (mathematics), Multivariate statistics, Convergence (economics)

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