THE EXTREMES OF DEPENDENT CHI-PROCESSES ATTRACTED BY THE BROWN-RESNICK PROCESS

作     者：孙俊杰 谭中权 Junjie SUN;Zhongquan TAN

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.