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| 摘要: |
| 本文研究了连续均方可微的平稳高斯过程的极限性态. 通过选择一个不同于Tan (2013) 的权重函数, 在较弱的条件下得到了连续均方可微平稳高斯过程极值的一个几乎必然仅限定理, 推广了Tan(2013) 的结论. |
| 关键词: 平稳高斯过程 几乎处处 极限定理 极值 权重函数 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:Supported by National Natural Science Foundation of China (11061012; 11101101); the Natural Science Foundation of Guangxi (2012GXNSFAA053010; 2014GXNSFBA118023). |
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| AN EXTENSION OF THE ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF SMOOTH STATIONARY GAUSSIAN PROCESS |
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WU Xin-ye,WU Qun-ying
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| Abstract: |
| In this paper, we study the limit behavior for the maxima of continuous mean square differentiable stationary Gaussian process. Using a different weight function from that in Tan (2013), we obtain an almost sure limit theorem for the maxima of continuous mean square differentiable stationary Gaussian process under some mild conditions, which expands the corre-sponding results in Tan (2013). |
| Key words: stationary Gaussian process almost sure limit theorem maximum weight function |
