摘要
去掉条件Ｄ（ｕｎ）以后，对平稳序列在任意区间上的最大值作进一步的讨论，得到定理设｛ξｎ｝是平稳序列，对任意的τ＞０，存在实数列｛ｕｎ（τ）｝，满足ｎ［ｌ—Ｆ（ｕｎ（τ））］→τ＜∞，且条件Ｄ（ｕｎ（τ），ｔｎ）成立，Ｉｎ是含γｎ个整数的区间．γｎ＝［ａｎ］（０＜α＜∞），则１．存在常数θ，θ＇，０≤θ≤１，有２．若存在τ０＞０，有Ｐ｛Ｍ（Ｉｎ）≤ｕｎ（τ０）收敛，则θ＝θ＇，且对任意τ＞０。
When omitting the condition of D (un), the maxima of stationary sequence is discussed. The fol lowing result is obtained:Theorem let {ξn} be stationary sequence. Suppose un(τ) is defined for τ>0 and is such that n[1-F(un(τ) )]→τ<∞, and that D(un(τ),tn)holds for each such τ. In is an interval containing γn integers, γn=[an] (0<α<n) Then 1. there exist constants θ,θ', 0≤θ≤θ'≤1 such that 2. if P{M(In)≤un(τ0)} converges for some τ0>0, then θ=θ' and
出处
《西南师范大学学报（自然科学版）》
CAS
CSCD
1996年第4期337-343,共7页
Journal of Southwest China Normal University(Natural Science Edition)
关键词
平稳序列
极值指数
最大稳定分布
极值分布类型
ststionary sequence
extremal index
max stable distribution
extreme value type
