Asymptotic behavior of random fields on the sequence of extending sets

MaRDI QIDQ1387265zbMATH OpenFDO

Authors S. A. Yegishyantz, Ye. I. Ostrovskij

Publication date 15 July 1998

Published in Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

Cramér conditionmaxima of random fieldrandom field

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Random fields (60G60)

Review text

Let \(r(t)\) be a separable centered random field defined on a certain metric space \(T\). Let \(T_{z}\) be a system of extending subsets of \(T\) which depend on a non-negative parameter \(z\) and such that \(T_{z}\subset T\), \(T_{z}\uparrow T\) as \(z\to\infty\). The asymptotic behaviour as \(z\to\infty\) of the random variable \(\eta(z)=\sup_{t\in{T_{z}}}{{r(t)}/{\sqrt{Dr(t)}}}\) is investigated under the Cramér condition.

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