Email this article On the Maxima of Partial Samples of Random Sequences with a Pseudo-Stationary Trend
- Authors: Kudrov A.V.1
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Affiliations:
- Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
- Issue: Vol 227, No 2 (2017)
- Pages: 219-228
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/240130
- DOI: https://doi.org/10.1007/s10958-017-3588-9
- ID: 240130
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Abstract
We prove a limit theorem for the joint distribution of the maximum of the initial sample and the maximum of randomly decimated arbitrary stationary random sequence with a trend. The results are illustrated by a numerical example.
About the authors
A. V. Kudrov
Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Author for correspondence.
Email: kovlal@gmail.com
Russian Federation, Moscow
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