Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

Yingyin Lu; Zuoxiang Peng

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arXiv · 1903.11740

Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

Yingyin Lu·Zuoxiang Peng

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Abstract

In this paper, for centered homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent.

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Yingyin Lu, Zuoxiang Peng. 2019-03-28. Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids. https://arxiv.org/abs/1903.11740

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