Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
Probability
2013-12-10 v1
Abstract
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak convergence of the maxima of the scaled sample. Under a stronger assumption the weak convergence is strengthened to almost convergence.
Keywords
Cite
@article{arxiv.1312.2151,
title = {Limit Laws for Maxima of Contracted Stationary Gaussian Sequences},
author = {Enkelejd Hashorva and Zhichao Weng},
journal= {arXiv preprint arXiv:1312.2151},
year = {2013}
}
Comments
To appear in Com. Stat. Theory & Meth