The maximum of a strongly correlated Gaussian process
arXiv:2605.20700
Abstract
We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the conditions for the Gaussian limit and give an extension to smooth non-stationary random fields.
arXiv comment9 pages