Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences

DOI10.1016/J.JMAA.2010.01.007MaRDI QIDQ961095zbMATH OpenOpenAlexFDO

Authors Lunfeng Cao, Zhi Chao Weng, Zuoxiang Peng

Publication date 29 March 2010

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2010.01.007

zbMATH Keywords

maximumalmost sure limit theoremmultivariate Gaussian sequence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Cites work

• A universal result in almost sure central limit theory.
• AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES
• Almost Sure Convergence in Extreme Value Theory
• Almost sure central limit theorem for partial sums and maxima
• Almost sure convergence for non-stationary random sequences
• Almost sure convergence of extreme order statistics
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure max-limits for nonstationary Gaussian sequence
• An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences
• Extreme order statistics in an equally correlated Gaussian array
• Extremes and related properties of random sequences and processes
• On almost sure max-limit theorems
• On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences

Cited in

(9)

• scientific article; zbMATH DE number 6179239 (Why is no real title available?)
• The improved results in almost sure central limit theorem for the maxima of strongly dependent stationary Gaussian vector sequences
• Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences
• Almost sure convergence for the maxima and minima of strongly dependent nonstationary multivariate Gaussian sequences
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences
• Some distributional limit theorems for the maxima of Gaussian vector sequences
• Almost sure central limit theory for products of sums of partial sums
• Almost sure limit theorems for the maximum of a class of quasi-stationary sequences
• Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences

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