Abstract:  The subject of limit distributions for normalized maxima of independent, identically distributed (i.i.d.) random variables is well established. In particular, it is known that the possible limit distributions comprise the three classes of so-called extreme value distributions: the Fréchet, Weibull, and Gumbel. In this talk, we will present an extension by considering the maxima of a sequence of i.i.d. Brownian motions and use marked Poisson point processes to examine the resulting limit process. The talk is based on a paper by Bruce Brown and Sidney Resnick.