Extremes of Independent Gaussian Processes
Probability
2009-09-03 v1
Abstract
For every , let be independent copies of a zero-mean Gaussian process . We describe all processes which can be obtained as limits, as , of the process , where and are normalizing constants. We also provide an analogous characterization for the limits of the process , where .
Keywords
Cite
@article{arxiv.0909.0338,
title = {Extremes of Independent Gaussian Processes},
author = {Zakhar Kabluchko},
journal= {arXiv preprint arXiv:0909.0338},
year = {2009}
}
Comments
19 pages