Article ID: | iaor2004892 |
Country: | United States |
Volume: | 37 |
Issue: | 4 |
Start Page Number: | 958 |
End Page Number: | 971 |
Publication Date: | Dec 2000 |
Journal: | Journal of Applied Probability |
Authors: | McCormick W.P., Qi Y. |
Previous work on the joint asymptotic distribution of the sum and maximum of Gaussian processes is extended here. In particular, it is shown that for a stationary sequence of standard normal random variables with correlation function