Asymptotic properties of the norm of the extremum of a sequence of normal random functions

• Date: 1998
• Main Authors: Matsak, I. K., Мацак, І. К.
• Format: Article
• Language: Ukrainian; English
• Published: Institute of Mathematics, NAS of Ukraine 1998
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4822
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

Under additional conditions on a bounded normally distributed random function X = X( t), t ∈ T, we establish a relation of the form $$\mathop {\lim }\limits_{n \to \infty } P(b_n (||Z_n || - a_n ) \leqslant x) = \exp ( - e^{ - x} )\forall x \in R^1 $$ where \(Z_n = Z_n (t) = \mathop {\max }\li...