The maxima and sums of multivariate non-stationary Gaussian sequences
Tan Zhong-qua · 2015
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.