A note on the functional law of iterated logarithm for maxima of Gaussian sequences

DOI10.1016/0047-259X(81)90114-7zbMath0456.60038MaRDI QIDQ1150942

Juerg Hüsler

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

law of iterated logarithmstationary Gaussian sequencemaxima of Gaussian sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (1)

Variants of the graph dependent model in extreme value theory

Cites Work

• On the functional form of the law of the iterated logarithm for the partial maxima of independent identically distributed random variables
• Limiting behavior of maxima in stationary Gaussian sequences
• A functional law of the iterated logarithm for maximum of Gaussian sequences
• An iterated logarithm law for the maximum in a stationary gaussian sequence
• Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
• An Asymptotic 0-1 Behavior of Gaussian Processes

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