{"id":"https://openalex.org/W4243623885","doi":"https://doi.org/10.1017/s0021900200012900","title":"Asymptotics of Maxima of Strongly Dependent Gaussian Processes","display_name":"Asymptotics of Maxima of Strongly Dependent Gaussian Processes","publication_year":2012,"publication_date":"2012-12-01","ids":{"openalex":"https://openalex.org/W4243623885","doi":"https://doi.org/10.1017/s0021900200012900"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200012900","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200012900","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064251763","display_name":"Zhongquan Tan","orcid":"https://orcid.org/0000-0003-4593-9938"},"institutions":[{"id":"https://openalex.org/I4210092870","display_name":"Jiaxing University","ror":"https://ror.org/00j2a7k55","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210092870"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zhongquan Tan","raw_affiliation_strings":["College of Mathematics Physics and Information Engineering, Jiaxing University, Jiaxing 314001, PR China"],"affiliations":[{"raw_affiliation_string":"College of Mathematics Physics and Information Engineering, Jiaxing University, Jiaxing 314001, PR China","institution_ids":["https://openalex.org/I4210092870"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017589083","display_name":"Enkelejd Hashorva","orcid":"https://orcid.org/0000-0003-2851-4030"},"institutions":[{"id":"https://openalex.org/I97565354","display_name":"University of Lausanne","ror":"https://ror.org/019whta54","country_code":"CH","type":"education","lineage":["https://openalex.org/I97565354"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Enkelejd Hashorva","raw_affiliation_strings":["Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, UNIL-Dorigny 1015 Lausanne, Switzerland"],"affiliations":[{"raw_affiliation_string":"Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, UNIL-Dorigny 1015 Lausanne, Switzerland","institution_ids":["https://openalex.org/I97565354"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101454545","display_name":"Zuoxiang Peng","orcid":"https://orcid.org/0000-0002-5792-0401"},"institutions":[{"id":"https://openalex.org/I142108993","display_name":"Southwest University","ror":"https://ror.org/01kj4z117","country_code":"CN","type":"education","lineage":["https://openalex.org/I142108993"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zuoxiang Peng","raw_affiliation_strings":["School of Mathematics and Statistics, Southwest University, 400715 Chongqing, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Southwest University, 400715 Chongqing, China","institution_ids":["https://openalex.org/I142108993"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5064251763"],"corresponding_institution_ids":["https://openalex.org/I4210092870"],"apc_list":null,"apc_paid":null,"fwci":0.3845,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.76704899,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"49","issue":"04","first_page":"1106","last_page":"1118"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9750999808311462,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9750999808311462,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10770","display_name":"Soil Geostatistics and Mapping","score":0.954200029373169,"subfield":{"id":"https://openalex.org/subfields/2305","display_name":"Environmental Engineering"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13244","display_name":"Analysis of environmental and stochastic processes","score":0.9526000022888184,"subfield":{"id":"https://openalex.org/subfields/2308","display_name":"Management, Monitoring, Policy and Law"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8998057842254639},{"id":"https://openalex.org/keywords/maxima","display_name":"Maxima","score":0.8357231616973877},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.6169504523277283},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.5340202450752258},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.521037757396698},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.4804791510105133},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.4316052496433258},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.34117424488067627},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08353087306022644},{"id":"https://openalex.org/keywords/quantum-mechanics","display_name":"Quantum mechanics","score":0.08198034763336182}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8998057842254639},{"id":"https://openalex.org/C91528185","wikidata":"https://www.wikidata.org/wiki/Q520952","display_name":"Maxima","level":3,"score":0.8357231616973877},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.6169504523277283},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.5340202450752258},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.521037757396698},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.4804791510105133},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.4316052496433258},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.34117424488067627},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08353087306022644},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.08198034763336182},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C554144382","wikidata":"https://www.wikidata.org/wiki/Q213156","display_name":"Performance art","level":2,"score":0.0},{"id":"https://openalex.org/C52119013","wikidata":"https://www.wikidata.org/wiki/Q50637","display_name":"Art history","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/s0021900200012900","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200012900","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4000000059604645,"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10"}],"awards":[{"id":"https://openalex.org/G1603619197","display_name":null,"funder_award_id":"11071182","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G1827717296","display_name":"The effect of drug dosage on persistance and resistance in tuberculosis","funder_award_id":"140163","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G2891018531","display_name":null,"funder_award_id":"200021-1401633/1","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G4392109004","display_name":"Klimatologische Analyse pr\u00e4historischer Nadelh\u00f6lzer","funder_award_id":"10711","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G4836148144","display_name":null,"funder_award_id":"20002","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5256785375","display_name":null,"funder_award_id":"200021-","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5500549128","display_name":"Molecular analysis of HIV-gp120 induced neural injury.","funder_award_id":"40163","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G5620016653","display_name":null,"funder_award_id":"1117127","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6238625842","display_name":null,"funder_award_id":"11171275","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G993971353","display_name":null,"funder_award_id":"200021","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320320924","display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung","ror":"https://ror.org/00yjd3n13"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W2014592927","https://openalex.org/W2037132293","https://openalex.org/W2040243058","https://openalex.org/W2042403953","https://openalex.org/W2111965760","https://openalex.org/W2139015651","https://openalex.org/W2147353525","https://openalex.org/W2330720017","https://openalex.org/W4236280757"],"related_works":["https://openalex.org/W2901492383","https://openalex.org/W2901973005","https://openalex.org/W4288094007","https://openalex.org/W2979656643","https://openalex.org/W4287123541","https://openalex.org/W3166424422","https://openalex.org/W2163615703","https://openalex.org/W231353634","https://openalex.org/W1964286703","https://openalex.org/W2169866437"],"abstract_inverted_index":{"Let":[0],"{":[1,44],"X":[2,27,45],"n":[3,9,24,28,36,46,52],"(":[4,23,29,37,47],"t":[5,7,20,30,38,48,50],"),":[6,39,49],"\u2208[0,\u221e)},":[8,51],"\u2208\u2115,":[10,53],"be":[11],"standard":[12],"stationary":[13],"Gaussian":[14],"processes.":[15],"The":[16],"limit":[17],"distribution":[18],"of":[19,43],"\u2208[0,":[21],"T":[22],")]":[25],"|":[26],")|":[31],"is":[32],"established":[33],"as":[34],"r":[35],"the":[40,56,64],"correlation":[41],"function":[42],"which":[54],"satisfies":[55],"local":[57],"and":[58],"long-range":[59],"strong":[60],"dependence":[61],"conditions,":[62],"extending":[63],"results":[65],"obtained":[66],"in":[67],"Seleznjev":[68],"(1991).":[69]},"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}