An asymptotic property of Gaussian processes. I
HTML articles powered by AMS MathViewer
- by Hisao Watanabe PDF
- Trans. Amer. Math. Soc. 148 (1970), 233-248 Request permission
References
- K. L. Chung and P. Erdös, On the application of the Borel-Cantelli lemma, Trans. Amer. Math. Soc. 72 (1952), 179–186. MR 45327, DOI 10.1090/S0002-9947-1952-0045327-5
- Harald Cramér, On the maximum of a normal stationary stochastic process, Bull. Amer. Math. Soc. 68 (1962), 512–516. MR 140140, DOI 10.1090/S0002-9904-1962-10800-3
- W. Feller, The general form of the so-called law of the iterated logarithm, Trans. Amer. Math. Soc. 54 (1943), 373–402. MR 9263, DOI 10.1090/S0002-9947-1943-0009263-7 P. Lévy, Théorie de l’addition des variables aleatoires, Gauthier-Villars, Paris, 1937.
- Makiko Nisio, On the extreme values of Gaussian processes, Osaka Math. J. 4 (1967), 313–326. MR 226722
- James Pickands III, Maxima of stationary Gaussian processes, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 7 (1967), 190–223. MR 217866, DOI 10.1007/BF00532637 M. G. Šur, On the maximum of a Gaussian process, Theor. Probability Appl. 10 (1965), 354-357.
- Tunekiti Sirao, On the continuity of Brownian motion with a multidimensional parameter, Nagoya Math. J. 16 (1960), 135–156. MR 117796
- Tunekiti Sirao and Tosio Nisida, On some asymptotic properties concerning Brownian motion, Nagoya Math. J. 4 (1952), 97–101. MR 46604
- Tunekiti Sirao and Hisao Watanabe, On the upper and lower class for stationary Gaussian processes, Trans. Amer. Math. Soc. 147 (1970), 301–331. MR 256455, DOI 10.1090/S0002-9947-1970-0256455-4
- Hisao Watanabe, An asymptotic property of Gaussian stationary processes, Proc. Japan Acad. 44 (1968), 895–896. MR 239657
Additional Information
- © Copyright 1970 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 148 (1970), 233-248
- MSC: Primary 60.69
- DOI: https://doi.org/10.1090/S0002-9947-1970-0256478-5
- MathSciNet review: 0256478