Almost sure convergence for the maximum of nonstationary random fields
Lu\'isa Pereira, Zhongquan Tan

TL;DR
This paper establishes an almost sure limit theorem for the maximum values of nonstationary random fields, expanding understanding of their long-term behavior under certain dependence conditions.
Contribution
It introduces a new almost sure convergence result specifically for the maxima of nonstationary random fields, considering dependence structures.
Findings
Proves almost sure convergence for maxima of nonstationary random fields
Identifies dependence conditions necessary for convergence
Extends classical results to nonstationary settings
Abstract
We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.
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Taxonomy
TopicsFinancial Risk and Volatility Modeling · Probability and Risk Models · Stochastic processes and financial applications
