Almost sure asymptotics for extremes of non-stationary Gaussian random fields

Zhongquan Tan , Yuebao Wang

Chinese Annals of Mathematics, Series B ›› 2014, Vol. 35 ›› Issue (1) : 125 -138.

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Chinese Annals of Mathematics, Series B ›› 2014, Vol. 35 ›› Issue (1) : 125 -138. DOI: 10.1007/s11401-013-0810-z
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Almost sure asymptotics for extremes of non-stationary Gaussian random fields

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Abstract

In this paper, the authors prove an almost sure limit theorem for the maxima of non-stationary Gaussian random fields under some mild conditions related to the covariance functions of the Gaussian fields. As the by-products, the authors also obtain several weak convergence results which extended the existing results.

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Almost sure limit theorem / Extremes / Gaussian random fields / Non-stationary

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Zhongquan Tan, Yuebao Wang. Almost sure asymptotics for extremes of non-stationary Gaussian random fields. Chinese Annals of Mathematics, Series B, 2014, 35(1): 125-138 DOI:10.1007/s11401-013-0810-z

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