Some distributional limit theorems for the maxima of Gaussian vector sequences

DOI10.1016/j.camwa.2012.06.005zbMath1268.60033OpenAlexW1971101247MaRDI QIDQ356193

Yingying Jiang, Daimin Shi, Fu-ming Lin

Publication date: 25 July 2013

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2012.06.005

zbMATH Keywords

almost sure convergence of extreme-order statisticsnormal sequence of random vectorsweak convergence of extreme-order statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ The maxima and sums of multivariate non-stationary Gaussian sequences ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences

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