Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields

DOI10.1080/03610926.2017.1383430OpenAlexW2757253340MaRDI QIDQ5031691FDOQ5031691

Publication date: 16 February 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1383430

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zbMATH Keywords

discretization Gaussian random field maximum isotropic

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Cites Work

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Extremes and related properties of random sequences and processes
Limit distributions for the maxima of stationary Gaussian processes
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
Discrete and continuous time extremes of Gaussian processes
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
Maxima and sum for discrete and continuous time Gaussian processes
Asymptotic distribution for the sum and maximum of Gaussian processes
On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
Asymptotic distribution of sum and maximum for Gaussian processes
Random Fields and Geometry
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Almost sure convergence for the maximum of nonstationary random fields
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Sojourns and extremes of Gaussian processes
Sums and maxima in stationary sequences
Weak convergence for the maxima of stationary Gaussian processes using random normalization
Extremes of homogeneous Gaussian random fields
The limit theorems on extremes for Gaussian random fields
A class of isotropic covariance functions
On the extremal behavior of a nonstationary normal random field
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A complete poisson convergence result for a strongly dependent isotropic gaussian random field
On maxima of chi-processes over threshold dependent grids
Almost sure asymptotics for extremes of non-stationary Gaussian random fields
On the maxima and sums of homogeneous Gaussian random fields
On extremal behavior of aggregation of largest claims

Cited In (6)

The limit theorems on extreme order statistics and partial sums of i.i.d. random variables
The asymptotic relations between the maxima and sums of discrete and continuous time strongly dependent Gaussian processes
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
On the maxima and sums of homogeneous Gaussian random fields
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
Random fields and random sampling.

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