Limit theorem for the maximum of dependent Gaussian random elements in a Banach space

Authors

  • V. A. Koval
  • R. Schwabe

Abstract

The well-known Nisio result on the asymptotie equality for the maximum of real-valued Gaussian random variables is generalized to the case of Gaussian random variables taking values in a Banach space.

Published

25.07.1997

Issue

Section

Short communications