Abstract
Let a random variable X = f (ξ), where f is a function and ξ is a standard normal random variable, belong to Prechet’s maximum domain of attraction. The class of such functions f is described in the paper. A limit theorem for the maximum of the sequence X(k) = f (ξ k ), k = 1, 2,..., is proved for any f from this class, where ξ k is a Gaussian stationary sequence with a slowly decreasing correlation.
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