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arXiv:1610.06823 [math.PR]AbstractReferencesReviewsResources

Asymptotic behaviors of bivariate Gaussian powered extremes

Wei Zhou, Zuoxiang Peng

Published 2016-10-21Version 1

In this paper, joint asymptotics of powered maxima for a triangular array of bivariate powered Gaussian random vectors are considered. Under the H\"usler-Reiss condition, limiting distributions of powered maxima are derived. Furthermore, the second-order expansions of the joint distributions of powered maxima are established under the refined H\"usler-Reiss condition.

Comments: 22 pages
Categories: math.PR
Subjects: 62E20, 60G70, 60F15, 60F05
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