Multivariate extreme value distributions for stationary Gaussian sequences
The author gives sufficient conditions under which the joint limit distribution of the maxima on each coordinate of a stationary Gaussian multivariate sequence is that of independent random variables with marginal Gumbel distributions. This result is related to that of \textit{G. Lindgren}, Ann. Probab. 2, 535-539 (1974; Zbl 0288.60038).
scientific article; zbMATH DE number 3925894