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Basic Properties of Extremes and Level Crossings

  • M. R. Leadbetter
  • Georg Lindgren
  • Holger Rootzén
Part of the Springer Series in Statistics book series (SSS)

Abstract

We turn our attention now to continuous parameter stationary processes. We shall be especially concerned with stationary normal processes in this and most of the subsequent chapters but begin with a discussion of some basic properties which are relevant, whether or not the process is normal, and which will be useful in the discussion of extremal behaviour in later chapters.

Keywords

Local Maximum Normal Process Joint Density Sample Function Level Crossing 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • M. R. Leadbetter
    • 1
  • Georg Lindgren
    • 2
  • Holger Rootzén
    • 3
  1. 1.Department of StatisticsThe University of North CarolinaChapel HillUSA
  2. 2.Department of Mathematical StatisticsUniversity of LundLundSweden
  3. 3.Institute of Mathematical StatisticsUniversity of CopenhagenCopenhagen øDenmark

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