A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes
Welsch, Roy E.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1637-1646 / Harvested from Project Euclid
This paper provides sufficient conditions for the weak convergence in the Skorohod space $D^d\lbrack a, b\rbrack$ of the processes $\{(Y_{1,\lbrack nt\rbrack} - b_n)/a_n, (Y_{2,\lbrack nt\rbrack} - b_n)/a_n, \cdots, (Y_{d,\lbrack_{nt\rbrack}} - b_n)/a_n\}, 0 < a \leqq t \leqq b$, where $Y_{i,n}$ is the $i$th largest among $\{X_1, X_2, \cdots, X_n\}, a_n$ and $b_n$ are normalizing constants, and $\langle X_n: n \geqq 1\rangle$ is a stationary strong-mixing sequence of random variables. Under the conditions given, the weak limits of these processes coincide with those obtained when $\langle X_n: n \geqq 1\rangle$ is a sequence of independent identically distributed random variables.
Publié le : 1971-10-14
Classification: 
@article{1177693162,
     author = {Welsch, Roy E.},
     title = {A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1637-1646},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693162}
}
Welsch, Roy E. A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1637-1646. http://gdmltest.u-ga.fr/item/1177693162/