Journal
EXTREMES
Volume 14, Issue 3, Pages 285-310Publisher
SPRINGER
DOI: 10.1007/s10687-010-0110-x
Keywords
Extremes; Gaussian processes; Max-stable processes; Husler-Reiss distributions
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For every n aaEuro parts per thousand acenter dot, let X (1n) ,..., X (nn) be independent copies of a zero-mean Gaussian process X (n) = {X (n) (t), t aaEuro parts per thousand T}. We describe all processes which can be obtained as limits, as n -> aEuro parts per thousand a, of the process a (n) (M (n) -aEuro parts per thousand b (n) ), where M (n) (t) = max (i = 1,...,n) X (in) (t), and a (n) , b (n) are normalizing constants. We also provide an analogous characterization for the limits of the process a (n) L (n) , where L (n) (t) = min (i = 1,...,n) |X (in) (t)|.
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