Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
arXiv:1312.2151
Abstract
The principal results of this contribution are the weak and strong limits of maxima of contracted stationary Gaussian random sequences. Due to the random contraction we introduce a modified Berman condition which is sufficient for the weak convergence of the maxima of the scaled sample. Under a stronger assumption the weak convergence is strengthened to almost convergence.
arXiv commentTo appear in Com. Stat. Theory & Meth