Distribution of extreme values for Gaussian sequences with a trend
From MaRDI portal
Let \(\{X_ k+m^ n_ k\), \(1\leq k\leq n\), \(n\geq 1\}\) be a triangular array of independent standard Gaussian random variables with trend. The author gives conditions under which, for suitable normalizing constants \(\{c_ n\), \(n\geq 1\}\), \[ P\{c_ n(\max_{1\leq k\leq n}(X_ k+m^ n_ k)-c_ n)\leq x\} \] converges weakly to the double exponential distribution \(\Lambda (x)=\exp \{-e^{-x}\}\).
Recommendations
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
- Limit distributions of the extremes of a random number of random variables in a stationary Gaussian sequence
- Extremes of Gaussian chaos processes with trend
- Strong laws for extreme values from a class of Gaussian sequences
- scientific article; zbMATH DE number 3868344
- Extremes of Gaussian processes with a smooth random trend
- Extremes of vector-valued Gaussian processes with trend
- scientific article; zbMATH DE number 5259819
- Multivariate extreme value distributions for stationary Gaussian sequences
- Distributions of maxima of multidimensional Gaussian sequences
Cited in
(3)
This page was built for publication: Distribution of extreme values for Gaussian sequences with a trend
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q920473)
