Extreme values of the cyclostationary Gaussian random process

DOI10.2307/3214623zbMath0768.60048OpenAlexW4249674371MaRDI QIDQ5285998

D. G. Konstant, Vladimir I. Piterbarg

Publication date: 29 June 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214623

zbMATH Keywords

large deviationscyclostationary Gaussian random processesGnedenko- type limit formula

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Sample path properties (60G17)

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