CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2010, 26(5) 523-529 DOI:      ISSN: 1001-4268 CN: 31-1256

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Joint Asymptotic Distributions of Exceedances Point
Process and Partial Sum of Non-Stationary
Gaussian Sequence

Tan Zhongquan,Peng Zuoxiang

Soochow University,Zunyi Normal College

Abstract��

Let $\{X_{i}\}^{\infty}_{i=1}$ be a standardized
non-stationary Gaussian sequence, and the exceedances point process
$N_{n}$ be the exceedances of level $\mu_{n}(x)$ formed by
$X_{1},X_{2},\cdots,X_{n}$, $r_{ij}=\ep X_{i}X_{j}$,
$S_{n}=\tsm_{i=1}^{n}X_{i}$. Under some conditions, the asymptotic
independence of $N_{n}$ and $S_{n}$ is obtained.

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