Distributions of maxima of multidimensional Gaussian sequences

DOI10.1007/BF00970970MaRDI QIDQ1324836zbMATH OpenFDO

Authors P. P. Gudinas, Leonidas Sakalauskas

Publication date 19 July 1994

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00970970

zbMATH Keywords

algorithms of computation of norming constantsasymptotic behavior of distributions of extrema

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gaussian processes (60G15) Sample path properties (60G17)

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(7)

• Maxima of independent, non-identically distributed Gaussian vectors
• scientific article; zbMATH DE number 4213128 (Why is no real title available?)
• scientific article; zbMATH DE number 1067023 (Why is no real title available?)
• Comportement p.s. des extrêmes multivariés de suites i.i.d. de vecteurs gaussieus
• Limit distribution of the sum and maximum from multivariate Gaussian sequences
• The maxima and sums of multivariate non-stationary Gaussian sequences
• Distribution of extreme values for Gaussian sequences with a trend

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