Asymptotic stability of the maximum of normal stochastic processes

DOI10.1090/S0094-9000-09-00784-4MaRDI QIDQ5391397zbMATH OpenOpenAlexFDO

Authors I. K. Matsak

Publication date 6 April 2011

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-09-00784-4

zbMATH Keywords

asymptotic stabilityextremal valuesnormal stochastic process

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Strong limit theorems (60F15)

Recommendations

• On a maximum of stable Lévy processes
• On extrema of stable processes
• Maxima of continuous-time stationary stable processes
• On max-stable processes and the functional D-norm
• Max-stable processes and the functional \(D\)-norm revisited
• On maximal inequalities for stable stochastic integrals
• A characterization of the normal distribution using stationary max-stable processes
• Stability properties of stochastic maximal \(L^p\)-regularity
• Asymptotic stability of empirical processes and related functionals

Cited in

(2)

• On the relative stability of extremal random functions
• Characteristics of normal samples

This page was built for publication: Asymptotic stability of the maximum of normal stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5391397)