A note on maxima of bivariate random vectors

✍ Scribed by G. Hooghiemstra; J. Hüsler

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 273 KB
• Volume: 31
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00005-3

✦ Synopsis

For i.i.d, bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.