Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Limiting behavior of maxima in stationary Gaussian sequences

From MaRDI portal
Publication:1843123
Jump to:navigation, search

DOI10.1214/aop/1176996705zbMath0279.60025OpenAlexW2080237439MaRDI QIDQ1843123

Yash Mittal

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1214/aop/1176996705


Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Sample path properties (60G17) Zero-one laws (60F20)


Related Items

A note on the functional law of iterated logarithm for maxima of Gaussian sequences, A statistically important Gaussian process, The limit law of the iterated logarithm, Limit distributions for the maxima of stationary Gaussian processes, Time-revealed convergence properties of normalized maxima in stationary Gaussian processes, A law of the iterated logarithm for extreme values from gaussian sequences, Almost sure limiting behaviour of first crossing points of Gaussian sequences, Almost sure relative stability of the maximum of a stationary sequence, On the sequence of partial maxima of some random sequences



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1843123&oldid=14223452"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 11:47.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki