Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153161 | Statistics & Probability Letters | 2013 | 9 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhongquan Tan,