Asymptotic properties of the norm of extremum values of normal random elements in the space C[0, 1]

• 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/4838
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We prove that $$\mathop {\lim }\limits_{n \to \infty } \left( {\left\| {Z_n } \right\| - (2 ln (n))^{1/2} \left\| \sigma \right\|} \right) = 0 a.s.,$$ where X is a normal random element in the space C [0,1], MX = 0, σ = {(M¦X(t)¦2)1/2 t∈[0,1}, (X n ) are independent copies of X, and \(Z_n = \...