Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields

Zhongquan Tan

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 20, 5013-5028

Abstract: For a type of strongly dependent isotropic Gaussian random fields introduced by Mittal (1976), the joint limiting distribution of the maximum and the sum for the Gaussian random fields is derived. The asymptotic relation between the maximum and sum of the continuous time strongly dependent isotropic Gaussian random fields and the maximum and sum of this fields sampled at discrete time points is also obtained.

Date: 2018
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DOI: 10.1080/03610926.2017.1383430

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