Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525852 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
Let {X(t),tâ¥0} be a continuous mean square differentiable stationary Gaussian process. Under some mild restrictions on its correlation function r(â
), we prove an almost sure limit theorem for the maximum of the Gaussian process {X(t),tâ¥0}.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhongquan Tan,