Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5774690 | Journal of Mathematical Analysis and Applications | 2018 | 23 Pages |
Abstract
This contribution is concerned with Gumbel limiting results for supremum Mn=suptâ[0,Tn]â¡|Xn(t)| with Xn,nâN2 centered Gaussian random fields with continuous trajectories. We show first the convergence of a related point process to a Poisson point process thereby extending previous results obtained in [8] for Gaussian processes. Furthermore, we derive Gumbel limit results for Mn as nââ and show a second-order approximation for E{Mnp}1/p for any pâ¥1.
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Physical Sciences and Engineering
Mathematics
Analysis
Authors
Enkelejd Hashorva, Oleg Seleznjev, Zhongquan Tan,