Abstract
Let {X k 1, …, X kp , k ≥ 1} be a p-dimensional standard (zero-means, unit-variances) non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maxima of {X k 1, …, X kp , k ≥ 1}, the incomplete maxima of those sequences subject to random failure and the partial sums of those sequences are obtained.
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Supported by the National Natural Science Foundation of China (11326175, 71471090) and the Zhejiang Natural Science Foundation of China (LQ14A010012).
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Tan, Zq., Yang, Y. The maxima and sums of multivariate non-stationary Gaussian sequences. Appl. Math. J. Chin. Univ. 30, 197–209 (2015). https://doi.org/10.1007/s11766-015-3261-3
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DOI: https://doi.org/10.1007/s11766-015-3261-3