A note on maxima of bivariate random vectors
نویسندگان
چکیده
A selection of these reports is available in PostScript form at the Faculty's anonymous ftp-Abstract For i.i.d. bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.
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