Resumen de Limit laws for the maxima of stationary chi-processes under random index
Let {χk(t),t≥0} be a stationary χ-process with k degrees of freedom. In this paper, we consider the maxima Mk(T)=max{χk(t),∀t∈[0,T]} with random index TT, where TT/T converges to a non-degenerate distribution or to a positive random variable in probability, and show that the limit distribution of Mk(TT) exists under some additional conditions.
