Lithuanian Mathematical Journal

, Volume 47, Issue 1, pp 48–56 | Cite as

On maxima of partial samples in Gaussian sequences with pseudo-stationary trends

  • A. V. Kudrov
  • V. I. Piterbarg


We consider a Gaussian stationary sequence added by a pseudo-stationary trend and prove a limit theorem for joint distribution of its maximum and maximum of its subsequence.


Gaussian process maximum missed observationspseudo-stationary trend partial sample 


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Copyright information

© Springer Science+Business Media, Inc. 2007

Authors and Affiliations

  • A. V. Kudrov
    • 1
  • V. I. Piterbarg
    • 2
  1. 1.The Higher School of EconomicsMoscowRussia
  2. 2.Moscow Lomonosov State University, Leninskie GoryMoscowRussia

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