Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized poi...Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized pointwise maxima of those processes are attracted by the Brown-Resnick process.展开更多
基金supported by the Zhejiang Provincial Natural Science Foundation of China(LY18A010020)the Innovation of Jiaxing City:A Program to Support the Talented Persons.
文摘Motivated by some recent works on the topic of the Brown-Resnick process, we study the functional limit theorem for normalized pointwise maxima of dependent chi-processes. It is proven that the properly normalized pointwise maxima of those processes are attracted by the Brown-Resnick process.