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Maxima of Mean Square Differentiable Normal Processes

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

Abstract

In this chapter the theory of maxima of mean square differentiable stationary normal processes will be developed under simple conditions—giving analogous results to those of Chapter 4. This will be approached using the properties of upcrossings developed in the previous chapter and will result in the limiting double exponential distribution for the maximum, with the appropriate scale and location normalization similar to that in Chapter 4.

Keywords

Point Process Normal Process Discrete Case Asymptotic Independence Double Exponential Distribution 
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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