Multivariate extreme value distributions for stationary Gaussian sequences (Q1066546): Difference between revisions
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Revision as of 16:35, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Multivariate extreme value distributions for stationary Gaussian sequences |
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Multivariate extreme value distributions for stationary Gaussian sequences (English)
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1985
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The author gives sufficient conditions under which the joint limit distribution of the maxima on each coordinate of a stationary Gaussian multivariate sequence is that of independent random variables with marginal Gumbel distributions. This result is related to that of \textit{G. Lindgren}, Ann. Probab. 2, 535-539 (1974; Zbl 0288.60038).
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distribution of the maxima
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Gumbel distributions
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