Limit Theorems for Bivariate Generalised Order Statistics in Stationary Gaussian Sequences with Random Sample Sizes
Author(s) -
Fatma Hashem Essawe,
Mohamed A. Abd Elgawad,
H. M. Barakat,
Hui Zhao
Publication year - 2019
Publication title -
proceedings of the latvian academy of sciences section b natural exact and applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.168
H-Index - 9
eISSN - 2255-890X
pISSN - 1407-009X
DOI - 10.2478/prolas-2019-0080
Subject(s) - mathematics , bivariate analysis , statistics , gaussian , order statistic , limit (mathematics) , stationary sequence , central limit theorem , range (aeronautics) , random variable , convergence of random variables , weak convergence , mathematical analysis , physics , materials science , computer security , quantum mechanics , computer science , composite material , asset (computer security)
In this paper, we study the limit distribution functions of the (lower-lower), (upper-upper) and (lower-upper) extreme and central-central m -generalised order statistics (m–GOS) of stationary Gaussian sequences under an equi-correlated set up, when the random sample size is assumed to converge weakly and independent of the basic variables. Moreover, sufficient conditions for a weak convergence of generalised quasi-range with random indices are obtained.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom