THE EXTREMES OF DEPENDENT CHI-PROCESSES ATTRACTED BY THE BROWN-RESNICK PROCESS
作者机构:College of Data ScienceJiaxing UniversityJiaxing314001China
出 版 物:《Acta Mathematica Scientia》 (数学物理学报(B辑英文版))
年 卷 期:2024年第44卷第2期
页 面:686-701页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:supported by the Zhejiang Provincial Natural Science Foundation of China(LY18A010020) the Innovation of Jiaxing City:A Program to Support the Talented Persons
主 题:chi-processes Brown-Resnick process pointwise maxima functional limit theorem
摘 要:Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized pointwise maxima of those processes are attracted by the Brown-Resnick process.