Almost Sure Asymptotics for Extremes of Non-stationary Gaussian Random Fields

被引:0
|
作者
Zhongquan TAN [1 ,2 ]
Yuebao WANG [1 ]
机构
[1] School of Mathematical Sciences,Soochow University
[2] College of Mathematics,Physics and Information Engineering,Jiaxing University
基金
中国国家自然科学基金;
关键词
Almost sure limit theorem; Extremes; Gaussian random fields; Non-stationary;
D O I
暂无
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper,the authors prove an almost sure limit theorem for the maxima of non-stationary Gaussian random fields under some mild conditions related to the covariance functions of the Gaussian fields.As the by-products,the authors also obtain several weak convergence results which extended the existing results.
引用
收藏
页码:125 / 138
页数:14
相关论文
共 50 条
  • [41] ALMOST SURE LIMIT POINTS OF MAXIMA OF STATIONARY GAUSSIAN SEQUENCES
    HEBBAR, HV
    [J]. ANNALS OF PROBABILITY, 1980, 8 (02): : 393 - 399
  • [42] Conditional random fields containing non-stationary stochastic processes
    Morikawa, H
    Kameda, H
    [J]. PROBABILISTIC ENGINEERING MECHANICS, 2001, 16 (04) : 341 - 347
  • [43] Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
    Valentin Konakov
    Vladimir Panov
    Vladimir Piterbarg
    [J]. Extremes, 2021, 24 : 617 - 651
  • [44] Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
    Konakov, Valentin
    Panov, Vladimir
    Piterbarg, Vladimir
    [J]. EXTREMES, 2021, 24 (03) : 617 - 651
  • [45] Almost Sure Convergence for the Maximum of Nonstationary Random Fields
    Pereira, Luisa
    Tan, Zhongquan
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 2017, 30 (03) : 996 - 1013
  • [46] Almost-sure asymptotics for the number of heaps inside a random sequence
    Basdevant, A. -L.
    Singh, A.
    [J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2018, 23
  • [47] Almost Sure Convergence for the Maximum of Nonstationary Random Fields
    Luísa Pereira
    Zhongquan Tan
    [J]. Journal of Theoretical Probability, 2017, 30 : 996 - 1013
  • [48] Almost sure central limit theorems for random fields
    Fazekas, I
    Rychlik, Z
    [J]. MATHEMATISCHE NACHRICHTEN, 2003, 259 : 12 - 18
  • [49] Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences
    Peng, Zuoxiang
    Weng, Zhichao
    Nadarajah, Saralees
    [J]. EXTREMES, 2010, 13 (04) : 463 - 480
  • [50] Non-Stationary Dependence Structures for Spatial Extremes
    Huser, Raphael
    Genton, Marc G.
    [J]. JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, 2016, 21 (03) : 470 - 491