Extreme value distribution for normalized sums from stationary Gaussian sequences

DOI10.1016/0304-4149(79)90040-1zbMath0404.60045OpenAlexW2026025352MaRDI QIDQ1256801

Yash Mittal

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3266

zbMATH Keywords

Brownian MotionExtreme Value DistributionStationary Gaussian SequencesNormalized Sums

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Related Items

Extreme value distributions for two kinds of path sums of Markov chain

Cites Work

• A limit theorem for the maximum of normalized sums of independent random variables
• Strong laws for the maxima of stationary Gaussian processes
• The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences
• Maxima of stationary Gaussian processes
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Limit Theorems for the Maximum Term in Stationary Sequences
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