Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences

DOI10.1016/J.JMAA.2010.01.007zbMath1191.60036OpenAlexW1990568822MaRDI QIDQ961095

Lunfeng Cao, Zuo Xiang Peng, Zhi Chao Weng

Publication date: 29 March 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.01.007

zbMATH Keywords

maximumalmost sure limit theoremmultivariate Gaussian sequence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (6)

Some distributional limit theorems for the maxima of Gaussian vector sequences ⋮ Almost sure central limit theory for products of sums of partial sums ⋮ Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences ⋮ The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences ⋮ Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences ⋮ Almost sure limit theorems for the maximum of a class of quasi-stationary sequences

Cites Work

• On almost sure max-limit theorems
• Almost sure convergence for non-stationary random sequences
• An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences
• Extremes and related properties of random sequences and processes
• On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• A universal result in almost sure central limit theory.
• Almost sure convergence of extreme order statistics
• Almost sure max-limits for nonstationary Gaussian sequence
• AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES
• Almost sure central limit theorem for partial sums and maxima
• Extreme order statistics in an equally correlated Gaussian array
• Almost Sure Convergence in Extreme Value Theory

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