The maximum of a strongly correlated Gaussian process
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866916030870192128 |
|---|---|
| author | Li, Jason Muirhead, Stephen |
| author_facet | Li, Jason Muirhead, Stephen |
| contents | We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the conditions for the Gaussian limit and give an extension to smooth non-stationary random fields. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_20700 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | The maximum of a strongly correlated Gaussian process Li, Jason Muirhead, Stephen Probability We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the conditions for the Gaussian limit and give an extension to smooth non-stationary random fields. |
| title | The maximum of a strongly correlated Gaussian process |
| topic | Probability |
| url | https://arxiv.org/abs/2605.20700 |