The limit theorems on extremes for Gaussian random fields

Zhongquan Tan

Statistics & Probability Letters, 2013, vol. 83, issue 2, 436-444

Abstract: 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.

Keywords: Cox limit theorem; Gumbel type extreme limit theorem; Extremes; Gaussian random fields; Strongly dependent (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2012.10.025

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