Almost sure limit theorem for the order statistics of stationary gaussian sequences


Yang Chen, Zhongquan Tan




In this paper, by using a new comparison inequality for order statistics of Gaussian variables, we proved an almost sure central limit theorem for extreme order statistics of stationary Gaussian sequences with covariance rn under the condition rn log n(log log n)1+ε = O(1) for some ε > 0. A similar result on intermediate order statistics is also proved for stationary Gaussian sequences. The obtained results improve some of the existing results