Asymptotic stability of the maximum of normal stochastic processes
Author:
I. K. Matsak
Translated by:
S. Kvasko
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 79 (2008).
Journal:
Theor. Probability and Math. Statist. 79 (2009), 101-106
MSC (2000):
Primary 60B12
DOI:
https://doi.org/10.1090/S0094-9000-09-00784-4
Published electronically:
December 30, 2009
MathSciNet review:
2494539
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
Abstract: Under quite general conditions, we prove that the maximum of a sequence of normal stochastic processes in the space is asymptotically stable almost surely.
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Additional Information
I. K. Matsak
Affiliation:
Department of Operation Research, Faculty for Cybernetics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email:
mik@unicyb.kiev.ua
DOI:
https://doi.org/10.1090/S0094-9000-09-00784-4
Keywords:
Asymptotic stability,
extremal values,
normal stochastic processes,
the space $C_{[0,1]}$
Received by editor(s):
January 30, 2007
Published electronically:
December 30, 2009
Article copyright:
© Copyright 2009
American Mathematical Society