{"title":"The extremes of dependent chi-processes attracted by the Brown-Resnick process","authors":"Junjie Sun, Zhongquan Tan","doi":"10.1007/s10473-024-0217-9","DOIUrl":null,"url":null,"abstract":"<p>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.</p>","PeriodicalId":50998,"journal":{"name":"Acta Mathematica Scientia","volume":null,"pages":null},"PeriodicalIF":1.2000,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Acta Mathematica Scientia","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s10473-024-0217-9","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
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.
期刊介绍：
Acta Mathematica Scientia was founded by Prof. Li Guoping (Lee Kwok Ping) in April 1981.
The aim of Acta Mathematica Scientia is to present to the specialized readers important new achievements in the areas of mathematical sciences. The journal considers for publication of original research papers in all areas related to the frontier branches of mathematics with other science and technology.
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