On limiting distributions of order statistics with variable ranks from stationary sequences. (English) Zbl 0584.60032

Let \(\xi_ 1^{(n)}\leq...\leq \xi_ n^{(n)}\) be the order statistics of the r.v.’s \(\xi_ 1,...,\xi_ n\). In the case when \(\xi_ 1,...,\xi_ n\) are i.i.d. r.v.’s N. V. Smirnov [see Tr. Mat. Inst. Steklov 25 (1949; Zbl 0041.453); English translation in Am. Math. Soc. Transl. 67 (1952)] studied conditions for the weak convergence of the normalized sequence \((\xi^{(n)}_{K_ n}-b_ n)/a_ n\), \(n\geq 1\), to a certain d.f. \((K_ n\) is the so called variable rank sequence, i.e. such that \(\min (K_ n,n-K_ n)\to \infty).\)
In this paper similar results are obtained in the case when \(\xi_ n\), \(n\geq 1\), form a general stationary sequence. Two special kinds of stationary sequences are discussed.
Reviewer: R.Mnatsakanov


60F05 Central limit and other weak theorems
60G10 Stationary stochastic processes
60G15 Gaussian processes


Zbl 0041.453
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