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数 学 杂 志 Vo1．35(2015) J．ofMath．(PRC) NO．6 AN EXTENSIoN 0F THE ALM oST SURE LIM IT THEoREM FoR THE M AXIM A oF SM o0TH STAT10NARY GAUSSIAN PROCESS WUXin—ye．WUQun—ying (CollegeofScience，GuilinUniversityodTechnology，Guilin541oo4，China) A bstract：In thispaper，westudy thelimitbehaviorforthemaxima ofcontinuousmean squaredifferentiablestationaryGaussianprocess．Usingadifferentweightfunctionfrom thatin Tanf2013)，weobtainanalmostsurelimittheorem forthemaximaofcontinuousmeansquare differentiablestationary Gaussian processundersomemild conditions，which expandsthecorre— spondingresultsinTan(2013)． Keywords： stationary Gaussian process；almostsure；limittheorem；maximum；weight function 2010MR SubjectClassification： 60F05；60G15 Documentcode： A ArticleID： 0255—7797(2015)06—1363-09 1 Introduction TheclassofstationaryGaussianprocessesisoneofthemostwidelyusedfamiliesof stochasticprocessesformodelingtheproblemsinmanybranchesofnatura1andsocialsci— ences．TheasymptoticpropertiesofstationaryGaussianprocessrecentlyreceivedincreas- ingattention．The limitbehaviorofstationaryGaussian sequenceswaswellestablished， seeCsdkiandGonchigdanzan 1『1andDudzifiskif21．KratzandRootzen[3lstudiedthe convergenceforextremesofmean squaredifferentiablestationaryGaussianprocessesand giventheboundsfortheconvergentrateofthedistributionofthemaximum．Piterbarg4【l studiedthejointdistributionofmaximaofastationaryGaussianprocessonacontinuous timeanduniform discretetimepoints，provedthem areasymptoticallycompletedependent andasymptoticallyindependentunderapproximaterestrictions．TanandHashorvaI5Iex- tendedthisresult．Tan 6『]obtainedanalmostsure1imittheorem (ASLT)ofrthemaxima ofstationaryGaussianprocessesundersomemildconditions． TheASLTwa