{"paper":{"title":"Asymptotics of maxima of strongly dependent Gaussian processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"E. Hashorva, Z. Peng, Z. Tan","submitted_at":"2014-04-23T08:19:36Z","abstract_excerpt":"Let $\\{X_{n}(t), t\\in[0,\\infty)\\}, n\\in\\mathbb{N}$ be a sequence of centered dependent stationary Gaussian processes. The limit distribution of $\\sup_{t\\in[0,T(n)]}|X_{n}(t)|$ is established as $r_{n}(t)$, the correlation function of $X_{n}$ satisfies the local and long range strong dependence conditions, which extends the results obtained by Seleznjev (1991)."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1404.5736","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}