Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays

摘要

In this paper, joint limit distributions of maxima and minima on independent and non-identically distributed bivariate Gaussian triangular arrays is derived as the correlation coefficient of ith vector of given nth row is the function of i. Furthermore, second-order expansions of joint distributions of maxima and minima are established if the correlation function satisfies some regular conditions.