Chinese Quarterly Journal of Mathematics ›› 2010, Vol. 25 ›› Issue (3): 366-371.

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Limiting Distribution of Extreme Values for FGM Random Sequences

  

  1. 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.

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

CLC Number: