FGM随机序列极值的极限分布

数学季刊 ›› 2010, Vol. 25 ›› Issue (3): 366-371.

FGM随机序列极值的极限分布

School of Science, Guangdong Ocean University

收稿日期:2007-03-29 出版日期:2010-09-30 发布日期:2023-05-25
作者简介: ZHANG Jian(1959- ), male, native of Neijiang, Sichuan, a lecturer of Guangdong Ocean University, engages in extremes of random sequences and processes; ZHANG Ling(1962- ), female, native of Xuanwei, Yunnan, an associate professor of Guangdong Ocean University, engages in extremes of random sequences and processes.
基金资助:

Limiting Distribution of Extreme Values for FGM Random Sequences

School of Science, Guangdong Ocean University

Received:2007-03-29 Online:2010-09-30 Published:2023-05-25
About author: ZHANG Jian(1959- ), male, native of Neijiang, Sichuan, a lecturer of Guangdong Ocean University, engages in extremes of random sequences and processes; ZHANG Ling(1962- ), female, native of Xuanwei, Yunnan, an associate professor of Guangdong Ocean University, engages in extremes of random sequences and processes.

摘要/Abstract

摘要： This paper mainly study extreme values of FGM random sequences. We prove a technique theorem by the dependence structure of FGM sequences, and further obtain the limiting distributions of maxima and k-th largest for stationary FGM random sequences.

关键词: Farlie-Gumbel-Morgenstern random sequences, maxima, extreme values, limiting distribution

Abstract: This paper mainly study extreme values of FGM random sequences. We prove a technique theorem by the dependence structure of FGM sequences, and further obtain the limiting distributions of maxima and k-th largest for stationary FGM random sequences.

Key words: Farlie-Gumbel-Morgenstern random sequences, maxima, extreme values, limiting distribution

中图分类号:

O211.4

张建, 张玲. FGM随机序列极值的极限分布[J]. 数学季刊, 2010, 25(3): 366-371.

ZHANG Jian, ZHANG Ling. Limiting Distribution of Extreme Values for FGM Random Sequences[J]. Chinese Quarterly Journal of Mathematics, 2010, 25(3): 366-371.

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