Maxima of Mean Square Differentiable Normal Processes
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.
KeywordsPoint Process Normal Process Discrete Case Asymptotic Independence Double Exponential Distribution
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