Limit properties of exceedance point processes of strongly dependent normal sequences

作者：Lin, Fuming^*; Shil, Daimin; Jiang, Yingying

来源：JOURNAL OF INEQUALITIES AND APPLICATIONS, 2015, 2015(1): 63.

DOI：10.1186/s13660-015-0585-8

• Cox process
• exceedance point process
• strongly dependent normal sequences
• kth maxima

In this paper, we define an in plane Cox process and prove the time-normalized point process of exceedances by a dependent normal sequence converging to the Cox process in distribution under some mild conditions. As some applications of the convergence result, two important joint asymptotic distributions for the order statistics are derived.

• 出版日期2015-2-20
• 单位四川轻化工大学; 西南财经大学