# Extreme order statistics in an equally correlated Gaussian array

Applicationes Mathematicae (1994)

- Volume: 22, Issue: 2, page 193-200
- ISSN: 1233-7234

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topWiśniewski, Mateusz. "Extreme order statistics in an equally correlated Gaussian array." Applicationes Mathematicae 22.2 (1994): 193-200. <http://eudml.org/doc/219091>.

@article{Wiśniewski1994,

abstract = {This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.},

author = {Wiśniewski, Mateusz},

journal = {Applicationes Mathematicae},

keywords = {equally correlated; Gaussian array; extreme order statistics; limit distributions; triangular array of Gaussian, equally correlated random vectors; limiting distributions},

language = {eng},

number = {2},

pages = {193-200},

title = {Extreme order statistics in an equally correlated Gaussian array},

url = {http://eudml.org/doc/219091},

volume = {22},

year = {1994},

}

TY - JOUR

AU - Wiśniewski, Mateusz

TI - Extreme order statistics in an equally correlated Gaussian array

JO - Applicationes Mathematicae

PY - 1994

VL - 22

IS - 2

SP - 193

EP - 200

AB - This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.

LA - eng

KW - equally correlated; Gaussian array; extreme order statistics; limit distributions; triangular array of Gaussian, equally correlated random vectors; limiting distributions

UR - http://eudml.org/doc/219091

ER -

## References

top- [1] S. M. Berman, Equally correlated random variables, Sankhyā A 24 (1962), 155-156. Zbl0105.33101
- [2] J. Galambos, The Asymptotic Theory of Extreme Order Statistics, Wiley, New York, 1978. Zbl0381.62039
- [3] M. R. Leadbetter, G. Lindgren and H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer, New York, 1983. Zbl0518.60021
- [4] Y. Mittal and D. Ylvisaker, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl. 3 (1975), 1-18.
- [5] J. Pickands III, Maxima of stationary Gaussian processes, Z. Wahrsch. Verw. Gebiete 7 (1967), 190-223. Zbl0158.16702
- [6] W. Rudin, Real and Complex Analysis, McGraw-Hill, New York, 1974.
- [7] M. Wiśniewski, Multidimensional point processes of extreme order statistics, Demonstratio Math., to appear. Zbl0843.60052

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