Extremes of some Gaussian random interfaces
classification
🧮 math.PR
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gaussiansomeapplicationfieldfreemodelsarratiaarticle
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In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989). We also show the convergence of the associated point process. As an application, we show the conditions are satisfied by some of the well-known supercritical Gaussian interface models, namely, membrane model, massive and massless discrete Gaussian free field, fractional Gaussian free field.
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