|
|
Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 201–210
(Mi znsl7202)
|
|
|
|
New result on the behaviour of Gaussian maxima in terms of the covariance function
S. M. Novikov Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
Abstract:
It is a well-known result by Berman [1] that if the covariance function $r(n)$ of a stationary centered Gaussian sequence tends to zero as $n$ tends to infinity, then the maximum of its first $n$ elements is $\sqrt{2\log(n)}(1+o(1))$ almost surely. In this work we discuss whether or not the Cesàro convergence of $|r(n)|$ to zero necessarily implies the same asymptotic.
Key words and phrases:
asymptotic independence, weak dependence.
Received: 13.07.2022
Citation:
S. M. Novikov, “New result on the behaviour of Gaussian maxima in terms of the covariance function”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 201–210; J. Math. Sci. (N. Y.), 286:5 (2024), 765–771
Linking options:
https://www.mathnet.ru/eng/znsl7202 https://www.mathnet.ru/eng/znsl/v510/p201
|
|