Asymptotic behaviour of near-maxima of Gaussian sequences

作者：Vasudeva Ra**agh^*; Kumari J Vasantha

来源：Metrika, 2014, 77(7): 861-866.

DOI：10.1007/s00184-013-0468-2

• Gaussian random vector
• Near-maxima
• Limit theorems

Let (X-1, X-2, ..., X-n) be a Gaussian random vector with a common correlation coefficient , and let . For any given , define and . In this paper, we obtain the limit distributions of (K-n(a)) and , (S-n(a)), under the assumption rho(n) -> rho as n -> infinity that as for some rho is an element of[0, 1).

• 出版日期2014-10