Limits for partial maxima of Gaussian random vectors

DOI10.1007/S10959-019-00892-2MaRDI QIDQ2181615zbMATH OpenOpenAlexWikidataFDO

Authors Joel Zinn, Jim Kuelbs

Publication date 19 May 2020

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.07418

zbMATH Keywords

law of large numbersmaximaGaussian

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Abstract: We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.

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Cited in

(3)

• On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
• Maxima of independent, non-identically distributed Gaussian vectors
• Limits for partial maxima of Gaussian random vectors

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