Strong laws for the maxima of stationary Gaussian processes

DOI10.1214/aop/1176996085zbMath0341.60024OpenAlexW2051161604MaRDI QIDQ1231710

Yash Mittal, Donald Ylvisaker

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aop/1176996085

Mathematics Subject Classification ID

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

Related Items (4)

On the asymptotic form of convex hulls of Gaussian random fields ⋮ Extreme value distribution for normalized sums from stationary Gaussian sequences ⋮ Critical Path Statistics of Max-Plus Linear Systems with Gaussian Noise ⋮ Gaussian stochastic processes

This page was built for publication: Strong laws for the maxima of stationary Gaussian processes