Abstract
ABSTRACTIn this paper, for centred homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have