Article ID Journal Published Year Pages File Type
1153161 Statistics & Probability Letters 2013 9 Pages PDF
Abstract

Motivated by the papers of Choi (2010) and Pereira (2010), in this work, we proved two limit theorems for the maxima of Gaussian fields. First, a Cox limit theorem is established for a stationary strongly dependent Gaussian random field. Second, a Gumbel type extreme limit theorem is proved for a non-stationary Gaussian random field with covariance functions satisfying the Cesàro convergence.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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