Extremes of Gaussian Processes with Random Variance
نویسندگان
چکیده
منابع مشابه
Extremes of Independent Gaussian Processes
For every n ∈ N, let X1n, . . . , Xnn be independent copies of a zero-mean Gaussian process Xn = {Xn(t), t ∈ T}. We describe all processes which can be obtained as limits, as n → ∞, of the process an(Mn − bn), where Mn(t) = maxi=1,...,n Xin(t) and an, bn are normalizing constants. We also provide an analogous characterization for the limits of the process anLn, where Ln(t) = mini=1,...,n |Xin(t)|.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2011
ISSN: 1083-6489
DOI: 10.1214/ejp.v16-904