The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences

被引：0

作者：

Zhichao Weng

Zuoxiang Peng

Saralees Nadarajah

机构：

[1] University of Lausanne,Department of Actuarial Science, Faculty of Business and Economics

[2] Southwest University,School of Mathematics and Statistics

[3] University of Manchester,School of Mathematics

来源：

Extremes | 2012年 / 15卷

关键词：

Almost sure limit theorem; Joint limit distribution; Maximum; Minimum; Multivariate Gaussian sequence; Primary—60F15; Secondary—60F05; 60G10;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We derive the joint limiting distribution and the almost sure limit theorem for the maxima and minima for a strongly dependent stationary Gaussian vector sequence.

引用

页码：389 / 406

页数：17

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