On the maximum of a normal stationary stochastic process

DOI10.1090/S0002-9904-1962-10800-3zbMath0113.33402OpenAlexW1980521374MaRDI QIDQ5720509

Harald Cramér

Publication date: 1962

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9904-1962-10800-3

zbMATH Keywords

probability theory

Related Items (5)

Extreme value theory for stochastic processes ⋮ An asymptotic property of Gaussian stationary processes ⋮ Extremes of realizations of continuous time stationary stochastic processes on closed intervals ⋮ Methodology for estimating reliability ⋮ Maxima of stationary Gaussian processes

Cites Work

• A. I. Khinchin's Work in Mathematical Probability
• A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
• Random Fourier Transforms
• Unnamed Item
• Unnamed Item

This page was built for publication: On the maximum of a normal stationary stochastic process