Asymptotic Distribution for the Sum and Maximum of Gaussian Processes
نویسنده
چکیده
Previous work on the joint asymptotic distribution of the sum and maxima of Gaussian processes is extended here. In particular, it is shown that for a stationary sequence of standard normal random variables with correlation function r, the condition r(n) log n = o(1) as n →∞ suffices to establish the asymptotic independence of the sum and maximum.
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