Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields

作者：Tan, Zhongquan^*

来源：Communications in Statistics - Theory and Methods, 2018, 47(20): 5013-5028.

DOI：10.1080/03610926.2017.1383430

• Discretization
• Gaussian random field
• isotropic
• maximum
• sums

For a type of strongly dependent isotropic Gaussian random fields introduced by Mittal (1976), the joint limiting distribution of the maximum and the sum for the Gaussian random fields is derived. The asymptotic relation between the maximum and sum of the continuous time strongly dependent isotropic Gaussian random fields and the maximum and sum of this fields sampled at discrete time points is also obtained.

• 出版日期2018
• 单位嘉兴学院