The maximum of a strongly correlated Gaussian process

Jason Li; Stephen Muirhead

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arXiv · 2605.20700

The maximum of a strongly correlated Gaussian process

Jason Li·Stephen Muirhead

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Abstract

We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the conditions for the Gaussian limit and give an extension to smooth non-stationary random fields.

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Jason Li, Stephen Muirhead. 2026-05-20. The maximum of a strongly correlated Gaussian process. https://arxiv.org/abs/2605.20700

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