An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes

DOI10.1214/AOP/1176994724zbMath0451.60040OpenAlexW2056181265MaRDI QIDQ1148058

William P. McCormick

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994724

zbMATH Keywords

strong lawsmixing conditionslaw of iterated logarithmsmaxima of stationary Gaussian sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (5)

Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence ⋮ Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences ⋮ On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes ⋮ Gaussian stochastic processes ⋮ The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes

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