On the Maximum of a Gaussian Stationary Process

Abstract

Previous article Next article On the Maximum of a Gaussian Stationary ProcessM. G. ShurM. G. Shurhttps://doi.org/10.1137/1110044PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Harald Cramér, On the maximum of a normal stationary stochastic process, Bull. Amer. Math. Soc., 68 (1962), 512–516 MR0140140 0113.33402 CrossrefGoogle Scholar[2] Simeon M. Berman, A law of large numbers for the maximum in a stationary Gaussian sequence, Ann. Math. Statist., 33 (1962), 93–97 MR0133856 0109.11803 CrossrefGoogle Scholar[3] Simeon M. Berman, Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist., 35 (1964), 502–516 MR0161365 0122.13503 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Persistence of Gaussian processes: non-summable correlations24 October 2016 | Probability Theory and Related Fields, Vol. 169, No. 3-4 Cross Ref Sample Functions of the Gaussian Process2 July 2010 Cross Ref Asymptotic global confidence regions in parametric shape estimation problemsIEEE Transactions on Information Theory, Vol. 46, No. 5 Cross Ref Bibliography Cross Ref A Theorem on Gaussian Random FieldsChandrakant M. Deo17 July 2006 | Theory of Probability & Its Applications, Vol. 18, No. 2AbstractPDF (368 KB)Time-revealed convergence properties of normalized maxima in stationary Gaussian processesZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 29, No. 2 Cross Ref Level-crossing problems for random processesIEEE Transactions on Information Theory, Vol. 19, No. 3 Cross Ref On Gaussian noise envelopesIEEE Transactions on Information Theory, Vol. 16, No. 5 Cross Ref Asymptotic properties of the maximum in a stationary Gaussian process.1 January 1969 | Transactions of the American Mathematical Society, Vol. 145, No. 0 Cross Ref An asymptotic property of Gaussian stationary processesProceedings of the Japan Academy, Series A, Mathematical Sciences, Vol. 44, No. 9 Cross Ref Maxima of stationary Gaussian processesZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 7, No. 3 Cross Ref Volume 10, Issue 2| 1965Theory of Probability & Its Applications History Submitted:07 October 1964Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1110044Article page range:pp. 354-357ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics