Asymptotics of Maxima of Strongly Dependent Gaussian Processes

DOI10.1239/jap/1354716660zbMath1259.60039arXiv1404.5736OpenAlexW3101065224MaRDI QIDQ4903045

Zhongquan Tan, Enkelejd Hashorva, Zuo Xiang Peng

Publication date: 19 January 2013

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

Full work available at URL: https://arxiv.org/abs/1404.5736

zbMATH Keywords

limit theoremstationary Gaussian processstrong dependencePickands constantBerman's condition

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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