Asymptotic distribution for the sum and maximum of Gaussian processes

DOI10.1239/JAP/1014843076zbMath0986.60043OpenAlexW1972488768MaRDI QIDQ2725293

Yongcheng Qi, William P. McCormick

Publication date: 23 May 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014843076

zbMATH Keywords

Gaussian processmaximumweak dependencesum

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (20)

Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields ⋮ Asymptotically independent U-statistics in high-dimensional testing ⋮ Limit distribution of the sum and maximum from multivariate Gaussian sequences ⋮ Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids ⋮ Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences ⋮ On the maxima and sums of homogeneous Gaussian random fields ⋮ Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences ⋮ The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences ⋮ On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes ⋮ Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence ⋮ On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes ⋮ Joint behavior of point process of exceedances and partial sum from a Gaussian sequence ⋮ On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields ⋮ Trend and Return Level of Extreme Snow Events in New York City ⋮ The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes ⋮ Maxima and sum for discrete and continuous time Gaussian processes

This page was built for publication: Asymptotic distribution for the sum and maximum of Gaussian processes