An almost sure limit theorem for the maxima of smooth stationary Gaussian processes

Zhongquan Tan

Statistics & Probability Letters, 2013, vol. 83, issue 9, 2135-2141

Abstract: Let {X(t),t≥0} be a continuous mean square differentiable stationary Gaussian process. Under some mild restrictions on its correlation function r(⋅), we prove an almost sure limit theorem for the maximum of the Gaussian process {X(t),t≥0}.

Keywords: Almost sure limit theorem; Maximum; Stationary Gaussian process; Smooth Gaussian process (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.05.034

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