Almost sure limit theorems for the maximum of stationary Gaussian sequences

DOI10.1016/S0167-7152(02)00128-1zbMath1014.60031OpenAlexW1981476596MaRDI QIDQ1871222

Khurelbaatar Gonchigdanzan, Endre Csáki

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00128-1

zbMATH Keywords

logarithmic averagealmost sure central limit theoremstationary Gaussian sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites Work

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• On almost sure max-limit theorems
• Extremes and related properties of random sequences and processes
• The almost sure central limit theorem
• The logarithmic average of sample extremes is asymptotically normal.
• A strong invariance principle for the logarithmic average of sample maxima.
• A universal result in almost sure central limit theory.
• Almost Sure Convergence in Extreme Value Theory

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