数学物理学报(英文版) ›› 2024, Vol. 44 ›› Issue (2): 686-701.doi: 10.1007/s10473-024-0217-9

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THE EXTREMES OF DEPENDENT CHI-PROCESSESATTRACTED BY THE BROWN-RESNICK PROCESS

Junjie SUN, Zhongquan TAN*   

  1. College of Data Science, Jiaxing University, Jiaxing 314001, China
  • 收稿日期:2022-07-27 修回日期:2023-10-16 出版日期:2024-04-25 发布日期:2024-04-16
  • 通讯作者: *Zhongquan TAN, E-mail: tzq728@163.com
  • 作者简介:Junjie SUN, E-mail: 157868957@qq.com
  • 基金资助:
    Tan's work was supported by the Zhejiang Provincial Natural Science Foundation of China (LY18A010020) and the Innovation of Jiaxing City: A Program to Support the Talented Persons.

THE EXTREMES OF DEPENDENT CHI-PROCESSESATTRACTED BY THE BROWN-RESNICK PROCESS

Junjie SUN, Zhongquan TAN*   

  1. College of Data Science, Jiaxing University, Jiaxing 314001, China
  • Received:2022-07-27 Revised:2023-10-16 Online:2024-04-25 Published:2024-04-16
  • Contact: *Zhongquan TAN, E-mail: tzq728@163.com
  • About author:Junjie SUN, E-mail: 157868957@qq.com
  • Supported by:
    Tan's work was supported by the Zhejiang Provincial Natural Science Foundation of China (LY18A010020) and the Innovation of Jiaxing City: A Program to Support the Talented Persons.

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.

关键词: chi-processes, Brown-Resnick process, pointwise maxima, functional limit theorem

Abstract: 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.

Key words: chi-processes, Brown-Resnick process, pointwise maxima, functional limit theorem

中图分类号: 

  • 60G70