On the maximum of a normal stationary stochastic process
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- by Harald Cramér PDF
- Bull. Amer. Math. Soc. 68 (1962), 512-516
References
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1. Yu. K. Belayev, Continuity and Hölder’s conditions for sample functions of stationary Gaussian processes, Proc. Fourth Berkeley Symp., Vol. 2, pp. 23-33, 1961.
- Simeon M. Berman, A law of large numbers for the maximum in a stationary Gaussian sequence, Ann. Math. Statist. 33 (1962), 93–97. MR 133856, DOI 10.1214/aoms/1177704714 3. E. V. Bulinskaya, On the mean number of crossings of a level by a stationary Gaussian process, Teor. Verojatnost. i Primenen. 6 (1961), 474-477.
- Harald Cramér, Random variables and probability distributions, 2nd ed., Cambridge Tracts in Mathematics and Mathematical Physics, No. 39, Cambridge University Press, New York, 1962. MR 0165599
- G. A. Hunt, Random Fourier transforms, Trans. Amer. Math. Soc. 71 (1951), 38–69. MR 51340, DOI 10.1090/S0002-9947-1951-0051340-3
- Michel Loève, Probability theory, The University Series in Higher Mathematics, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-New York-London, 1960. 2nd ed. MR 0123342
Additional Information
- Journal: Bull. Amer. Math. Soc. 68 (1962), 512-516
- DOI: https://doi.org/10.1090/S0002-9904-1962-10800-3
- MathSciNet review: 0140140