平稳二元高斯三角形阵列簇的点过程和部分和的联合行为

Pub Date : 2022-05-21 DOI:10.1007/s10463-022-00832-8
Jinhui Guo, Yingyin Lu
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引用次数: 1

摘要

对于高斯平稳三角形阵列,在簇中可能出现极值是众所周知的。本文研究了二元平稳高斯三角形阵列的点过程和部分和的联合行为。对于一类二元平稳高斯三角形阵列,我们导出了簇的点过程的渐近联合性质,并证明了点过程与部分和渐近独立。作为结果的直接结果,我们可以得到极值和部分和的渐近联合分布。我们用一个数值例子来说明理论结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays

For Gaussian stationary triangular arrays, it is well known that the extreme values may occur in clusters. Here we consider the joint behaviors of the point processes of clusters and the partial sums of bivariate stationary Gaussian triangular arrays. For a bivariate stationary Gaussian triangular array, we derive the asymptotic joint behavior of the point processes of clusters and prove that the point processes and partial sums are asymptotically independent. As an immediate consequence of the results, one may obtain the asymptotic joint distributions of the extremes and partial sums. We illustrate the theoretical findings with a numeric example.

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