The limit theorems on extremes for Gaussian random fields

Motivated by the papers of Choi (2010) and Pereira (2010), in this work, we proved two limit theorems for the maxima of Gaussian fields. First, a Cox limit theorem is established for a stationary strongly dependent Gaussian random field. Second, a Gumbel type extreme limit theorem is proved for a non-stationary Gaussian random field with covariance functions satisfying the Cesàro convergence.

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Year of publication:	2013
Authors:	Tan, Zhongquan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 436-444
Publisher:	Elsevier
Subject:	Cox limit theorem \| Gumbel type extreme limit theorem \| Extremes \| Gaussian random fields \| Strongly dependent

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039882