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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 201–210 (Mi znsl7202)  

New result on the behaviour of Gaussian maxima in terms of the covariance function

S. M. Novikov

Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
References:
Abstract: It is a well-known result by Berman [1] that if the covariance function $r(n)$ of a stationary centered Gaussian sequence tends to zero as $n$ tends to infinity, then the maximum of its first $n$ elements is $\sqrt{2\log(n)}(1+o(1))$ almost surely. In this work we discuss whether or not the Cesàro convergence of $|r(n)|$ to zero necessarily implies the same asymptotic.
Key words and phrases: asymptotic independence, weak dependence.
Funding agency Grant number
Gazprom Neft
Received: 13.07.2022
Document Type: Article
UDC: 519.2
Language: Russian
Citation: S. M. Novikov, “New result on the behaviour of Gaussian maxima in terms of the covariance function”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 201–210
Citation in format AMSBIB
\Bibitem{Nov22}
\by S.~M.~Novikov
\paper New result on the behaviour of Gaussian maxima in terms of the covariance function
\inbook Probability and statistics. Part~32
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 510
\pages 201--210
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7202}
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