2016•Unpublished venueRequires access

EXTREME SUMS OF STRICTLY STATIONARY SEQUENCES OF M-DEPENDENT VARIABLES

Thomas Flak, Wolfgang Alexander Schmid

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Abstract

SUMMARY. Let {Xt} be a strictly stationary sequence of m-dependent random variables on (?3,?,P) with X{ ~ F. In this paper the asymptotic distribution of the sum of the largest sn order statistics of X\,... ,Xn is calculated under the assumption that s? x; and sn/n > 0 if n - oo.

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SUMMARY. Let {Xt} be a strictly stationary sequence of m-dependent random variables on (?3,?,P) with X{ ~ F. In this paper the asymptotic distribution of the sum of the largest sn order statistics of X\,... ,Xn is calculated under the assumption that s? x; and sn/n > 0 if n - oo.

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Available abstract

SUMMARY. Let {Xt} be a strictly stationary sequence of m-dependent random variables on (?3,?,P) with X{ ~ F. In this paper the asymptotic distribution of the sum of the largest sn order statistics of X\,... ,Xn is calculated under the assumption that s? x; and sn/n > 0 if n - oo.

Key concepts: Mathematics, Random variable, Combinatorics, Stationary sequence, Sequence (biology), Order statistic, Order (exchange), Distribution (mathematics)

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