Asymptotic properties of the maximum in a stationary Gaussian process.
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- by James Pickands
- Trans. Amer. Math. Soc. 145 (1969), 75-86
- DOI: https://doi.org/10.1090/S0002-9947-1969-0250368-1
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References
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- Michel Loève, Probability theory, 3rd ed., D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto, Ont.-London, 1963. MR 0203748
- James Pickands III, Maxima of stationary Gaussian processes, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 7 (1967), 190–223. MR 217866, DOI 10.1007/BF00532637
- James Pickands III, Upcrossing probabilities for stationary Gaussian processes, Trans. Amer. Math. Soc. 145 (1969), 51–73. MR 250367, DOI 10.1090/S0002-9947-1969-0250367-X M. G. Shur, On the maximum of a Gaussian stationary process, Theor. Probability Appl. 10 (1965), 354-357.
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- Hisao Watanabe, An asymptotic property of Gaussian stationary processes, Proc. Japan Acad. 44 (1968), 895–896. MR 239657
Bibliographic Information
- © Copyright 1969 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 145 (1969), 75-86
- MSC: Primary 60.50
- DOI: https://doi.org/10.1090/S0002-9947-1969-0250368-1
- MathSciNet review: 0250368