In this paper, the limit properties of properly time-scaled and normalized maxima of minimum of vector-valued Gaussian processes are studied. It is shown that the maxima of dependent samples of those processes converge weakly on the space of continuous functions to a stochastic process with explicit finite-dimensional distributions.

中文翻译：

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向量值高斯过程的极小点的点最大值的极限定理

本文研究了矢量值高斯过程最小值的适当时标和归一化最大值的极限性质。结果表明，那些过程的相关样本的最大值在连续函数的空间上微弱地收敛到具有显式有限维分布的随机过程。