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)

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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(4)

• Limit distribution of the sum and maximum from multivariate Gaussian sequences
• The maxima and sums of multivariate non-stationary Gaussian sequences
• Maxima of independent, non-identically distributed Gaussian vectors
• Distribution of extreme values for Gaussian sequences with a trend

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