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
AbstractThis article is motivated by a central limit theorem of Ibragimov for strictly stationary ra...
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian p...
We investigate the product Y1Y2 of two independent positive risks Y1 and Y2. If Y1 has distribution ...
The principal results of this contribution are the weak and strong limits of maxima of contracted st...
We derive the limiting distributions of exceedances point processes of randomly scaled weakly depend...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
With motivation from Husler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
Berman's inequality is the key for establishing asymptotic properties of maxima of Gaussian random s...
With motivation from Hüsler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
AbstractA distributional mixing condition is introduced for stationary sequences of random vectors t...
We prove an almost sure random version of a maximum limit theorem, using logarithmic means for \(\ma...
Let {X (t), t >= 0} be a stationary Gaussian process with zero-mean and unit variance. A deep res...
AbstractThis article is motivated by a central limit theorem of Ibragimov for strictly stationary ra...
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian p...
We investigate the product Y1Y2 of two independent positive risks Y1 and Y2. If Y1 has distribution ...
The principal results of this contribution are the weak and strong limits of maxima of contracted st...
We derive the limiting distributions of exceedances point processes of randomly scaled weakly depend...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
Limit distributions of maxima of dependent Gaussian sequence are different according to the converge...
AbstractIn this paper, not only the weak convergence is considered, as in the ASCLT in Theorem 2.3 t...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
With motivation from Husler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
Berman's inequality is the key for establishing asymptotic properties of maxima of Gaussian random s...
With motivation from Hüsler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
AbstractA distributional mixing condition is introduced for stationary sequences of random vectors t...
We prove an almost sure random version of a maximum limit theorem, using logarithmic means for \(\ma...
Let {X (t), t >= 0} be a stationary Gaussian process with zero-mean and unit variance. A deep res...
AbstractThis article is motivated by a central limit theorem of Ibragimov for strictly stationary ra...
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian p...
We investigate the product Y1Y2 of two independent positive risks Y1 and Y2. If Y1 has distribution ...