The extremes of dependent chi-processes attracted by the Brown-Resnick process

被引：0
作者：
Junjie Sun
Zhongquan Tan
机构：
[1] Jiaxing University,College of Data Science
来源：
Acta Mathematica Scientia | 2024年 / 44卷
关键词：
chi-processes; Brown-Resnick process; pointwise maxima; functional limit theorem; 60G70; 60G15;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：686 / 701
页数：15
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