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

  • Junjie SUN ,
  • Zhongquan TAN
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  • College of Data Science, Jiaxing University, Jiaxing 314001, China
Junjie SUN, E-mail: 157868957@qq.com

Received date: 2022-07-27

  Revised date: 2023-10-16

  Online published: 2024-04-16

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.

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.

Cite this article

Junjie SUN , Zhongquan TAN . THE EXTREMES OF DEPENDENT CHI-PROCESSESATTRACTED BY THE BROWN-RESNICK PROCESS[J]. Acta mathematica scientia, Series B, 2024 , 44(2) : 686 -701 . DOI: 10.1007/s10473-024-0217-9

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