The maxima and sums of multivariate non-stationary Gaussian sequences

摘要

Let {Xk1, ···, Xkp, k ≥ 1} be a p-dimensional standard(zero-means, unit-variances)non-stationary Gaussian vector sequenceIn this work, the joint limit distribution of the maxima of {Xk1, ···, Xkp, k ≥ 1}, the incomplete maxima of those sequences subject to random failure and the partial sums of those sequences are obtained.