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New Result on the Behavior of Gaussian Maxima in Terms of the Covariance Function

  • S. M. Novikov

摘要

It is a well-known result by Berman (1964) that if the covariance function r(n) of a stationary centered Gaussian sequence tends to zero as n tends to infinity, then the maximum of its first n elements is \(\sqrt{2 \text{log}\left(n\right)}\left(1+o\left(1\right)\right)\) 2 log n 1 + o 1 almost surely. In this paper, we discuss whether or not the Cesàro convergence of |r(n)| to zero necessarily implies the same asymptotic.