Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes
type: Item
instance of: scholarly article
title: Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes
zbMATH Open document ID: 1055.60047
author: V. I. Piterbarg
author: Dimitrios G. Konstantinides
author: Siniša Stamatović
published in: Lithuanian Mathematical Journal
publication date: 2004-10-15T00:00:00Z
review text: Let \(X_1(t), \ldots ,X_n(t)\), \(t\in (-\infty,\infty)\), be independent copies of a Gaussian zero-mean cyclostationary process \(X(t)\). Set \({\mathbb X}(t)=(X_1(t),X_2(t), \ldots ,X_n(t))\). Under various additional assumptions, the authors prove that the limit distributions of affinely transformed maxima \({\max(\| {\mathbb X}(t)\| , t\in[0,T]})\), as \(t \to \infty\), are the Gumbel distribution.
reviewed by: Wiesław Dziubdziela
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 2108231
zbMATH Keywords: Gaussian process
zbMATH Keywords: cyclostationary process
zbMATH Keywords: Berman's inequality
zbMATH Keywords: maximum of a random process
MaRDI profile type: Publication
full work available at URL: b:lima.0000033781.86969.c9
OpenAlex ID: W2014729526
DOI: 10.1023/B:LIMA.0000033781.86969.C9
description: scientific article; zbMATH DE number 2108231