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Distributions of maxima of multidimensional Gaussian sequences

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References

  1. Ya. Galambosh,Asymptotical Theory of Extremal Order Statistics, [in Russian], Nauka, Moscow (1984).

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  2. P. Gudynas, General limit theorems and approximate inequalities for maximum of dependent random variables,Liet. Mat. Rinkinys,30, 698–716 (1990).

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Institute of Mathematics and Informatics, 232600 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 32, No. 1, pp. 39–52, January–March, 1992.

Translated By V. Mackevičius

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Gudynas, P., Sakalauskas, L. Distributions of maxima of multidimensional Gaussian sequences. Lith Math J 32, 30–39 (1992). https://doi.org/10.1007/BF00970970

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  • DOI: https://doi.org/10.1007/BF00970970

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