An almost sure limit theorem for the maxima of smooth stationary Gaussian processes

Let {X(t),t≥0} be a continuous mean square differentiable stationary Gaussian process. Under some mild restrictions on its correlation function r(⋅), we prove an almost sure limit theorem for the maximum of the Gaussian process {X(t),t≥0}.

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Year of publication:	2013
Authors:	Tan, Zhongquan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 9, p. 2135-2141
Publisher:	Elsevier
Subject:	Almost sure limit theorem \| Maximum \| Stationary Gaussian process \| Smooth Gaussian process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039927