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Asymptotic behaviors of bivariate Gaussian powered extremes (1610.06823v1)

Published 21 Oct 2016 in math.PR

Abstract: 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.