On the maxima and sums of homogeneous Gaussian random fields

Zhongquan Tan and Linjun Tang

Statistics & Probability Letters, 2017, vol. 125, issue C, 44-54

Abstract: Let {Xn}n≥1 be a sequence of homogeneous Gaussian random fields with mean 0 and variance 1. Under some conditions related to the correlation function of the field, the joint limiting distribution of the maximum and the sum of the Gaussian random field is obtained. The result is also extended to continuous time Gaussian random field.

Keywords: Maxima; Sums; Gaussian random field; Weakly and strongly dependent (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2017.01.026

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