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Normal Sequences

  • M. R. Leadbetter
  • Georg Lindgren
  • Holger Rootzén
Part of the Springer Series in Statistics book series (SSS)

Abstract

Normality occupies a central place in probability and statistical theory, and a most important class of stationary sequences consists of those which are normal. Their importance is enhanced by the fact that their joint normal distributions are determined by the mean and the covariance structure of the sequence. In this chapter we investigate the extremal properties of stationary normal sequences. In particular covariance conditions will be obtained for the convergence of maxima to a Type I limit, both directly and by application of the general theory of Chapter 3.

Keywords

Covariance Condition Normal Sequence Finite Limit Extremal Result Double Exponential Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • M. R. Leadbetter
    • 1
  • Georg Lindgren
    • 2
  • Holger Rootzén
    • 3
  1. 1.Department of StatisticsThe University of North CarolinaChapel HillUSA
  2. 2.Department of Mathematical StatisticsUniversity of LundLundSweden
  3. 3.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen øDenmark

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