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ArticleOriginal scientific text

Title

Extreme order statistics in an equally correlated Gaussian array

Authors 1

Affiliations

  1. Technical University of Kielce, al. 1000-lecia Państwa Polskiego 7, 25-314 Kielce, Poland

Abstract

This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.

Keywords

ENG
equally correlated, Gaussian array, extreme order statistics

Bibliography

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  2. J. Galambos, The Asymptotic Theory of Extreme Order Statistics, Wiley, New York, 1978.
  3. M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, 1983.
  4. Y. Mittal and D. Ylvisaker, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl. 3 (1975), 1-18.
  5. J. Pickands III, Maxima of stationary Gaussian processes, Z. Wahrsch. Verw. Gebiete 7 (1967), 190-223.
  6. W. Rudin, Real and Complex Analysis, McGraw-Hill, New York, 1974.
  7. M. Wiśniewski, Multidimensional point processes of extreme order statistics, Demonstratio Math., to appear.
Applicationes Mathematicae
1993-1995/22/2
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Pages:
193-200
Main language of publication
English
Received
1992-11-30
Published
1994
Exact and natural sciences