Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes

DOI10.1016/J.SPL.2021.109137MaRDI QIDQ2244472zbMATH OpenOpenAlexFDO

Authors Linjun Tang, Sheng-chao Zheng, Zhongquan Tan

Publication date 12 November 2021

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

Full work available at URL https://doi.org/10.1016/j.spl.2021.109137

zbMATH Keywords

Brown-Resnick processextreme value theoryfunctional convergenceminimum of vector-valued Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

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Cited in

(2)

• Limits for partial maxima of Gaussian random vectors
• The extremes of dependent chi-processes attracted by the Brown-Resnick process

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