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Minima and maxima of elliptical triangular arrays and spherical processes
In this paper, we investigate first the asymptotics of the minima of elliptical triangular arrays. Motivated by the findings of Kabluchko (Extremes 14 (2011) 285-310), we discuss further the asymptotic behaviour of the maxima of elliptical triangular arrays with marginal distribution functions in the Gumbel or Weibull max-domain of attraction. We present an application concerning the asymptotics of the maximum and the minimum of independent spherical processes.
Asymptotics of sample maxima, Brown-Resnick copula, Brown-Resnick process, Davis-Resnick tail property, Gaussian process, Penrose-Kabluchko process, Spherical process
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