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A note on the asymptotic behavior of sequences of generalized subgaussian random vectors

✍ Scribed by Antonini, R. Giuliano; Kozachenko, Yu. V.


Book ID
120106336
Publisher
Walter de Gruyter GmbH & Co. KG
Year
2005
Tongue
English
Weight
170 KB
Volume
13
Category
Article
ISSN
0926-6364

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A note on maxima of bivariate random vec
✍ G. Hooghiemstra; J. HΓΌsler πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 273 KB

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.