The asymptotic distribution of maxima of stationary random sequences under random replacing

2023/06/23 by Li, Yuwei, Tan, Zhongquan
#60G10 #60G70 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2306.13390

Abstract

In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from the stationary sequence and the maximum from the random replacing sequence. We also provided several applications for our main results.

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