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Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
complete and incomplete samples limiting distribution maximum stationary Gaussian sequence
2009/9/16
Let ${X_k, kgeqslant 1}$ be a stationary Gaussian sequence with partial maximum $M_n=max{X_{k},1leqslant kleqslant n}$ and sample mean $overline{X}_n=sum_{k=1}^{n}X_{k}/n$. Suppose that some of the ra...