Continuity of Gaussian extreme distributions

Lijian Yang

Statistics & Probability Letters, 2025, vol. 216, issue C

Abstract: Distribution continuity is established for extremes of Gaussian processes with bounded sample paths and positive variance or continuous sample paths over compact domain, and for multiparameter Brownian sheets. These results provide probabilistic support for global inference on unknown functions.

Keywords: Brownian sheet; Extreme; Lévy concentration; Mean square continuity; Sample path; Totally bounded (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110274

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