Let {Xkl,…, Xkp, k≥ 1} be a p-dimensional standard (zero-means, unit-variances)non-stationary Gaussian vector sequence. In this work, the joint limit distribution of the maximaof {Xkl,…, Xkp, k 〉 1}, the incomplete maxima of those sequences subject to random failureand the partial sums of those sequences are obtained.
Define the incremental fractional Brownian field with parameter H ∈ (0, 1) by ZH(τ, s) = BH(s-+τ) - BH(S), where BH(s) is a fractional Brownian motion with Hurst parameter H ∈ (0, 1). We firstly derive the exact tail asymptoties for the maximum MH*(T) = max(τ,s)∈[a,b]×[0,T] ZH(τ, s)/τH of the standardised fractional Brownian motion field, with any fixed 0 〈 a 〈 b 〈 ∞ and T 〉 0; and we, furthermore, extend the obtained result to the ease that T is a positive random variable independent of {BH(s), s ≥ 0}. As a by-product, we obtain the Gumbel limit law for MH*r(T) as T →∞.