Limit theorem for the maximum of dependent Gaussian random elements in a Banach space

The well-known Nisio result on the asymptotie equality for the maximum of real-valued Gaussian random variables is generalized to the case of Gaussian random variables taking values in a Banach space.

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Bibliographic Details
Date:1997
Main Authors: Koval, V. A., Schwabe, R., Коваль, В. А., Швабе, Р.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1997
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5094
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal