Extremes of space-time Gaussian processes (Q1041058)

Let \(Z=\{Z_t(h);\,h\in \mathbb{R}^d,\,t\in\mathbb{R}\}\) be a space-time Gaussian process which is stationary in the time variable \(t\). The author studies \(M_n(h)=\sup_{t\in[0,n]}Z_t(s_nh)\), the supremum of \(Z\) taken over \(t\in[0,n]\) and rescaled by a properly chosen sequence \(s_n\to 0\). Under appropriate conditions on \(Z\), it is shown that for some normalizing sequence \(b_n\to\infty\), the process \(b_n(M_n-b_n)\) converges as \(n\to\infty\) to a stationary max-stable process of Brown-Resnick type. Using strong approximation, an analogous result for the empirical process is derived as well.