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Limit theorem for the maximum of gaussian independent random variables in the spaceC

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Abstract

We generalize the well-known asymptotic equality for the maximum of real Gaussian random variables to the case of random variables with values in the spaceC.

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References

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 7, pp. 1006–1008, July, 1995.

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Matsak, I.K. Limit theorem for the maximum of gaussian independent random variables in the spaceC . Ukr Math J 47, 1152–1155 (1995). https://doi.org/10.1007/BF01084912

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  • DOI: https://doi.org/10.1007/BF01084912

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