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arxiv: 1312.2151 · v1 · pith:4CN4CZY2new · submitted 2013-12-07 · 🧮 math.PR

Limit Laws for Maxima of Contracted Stationary Gaussian Sequences

classification 🧮 math.PR
keywords convergencemaximaweakcontractedgaussianrandomsequencesstationary
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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.

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