1983 | OriginalPaper | Buchkapitel
Extremes of Continuous Parameter Stationary Processes
verfasst von : M. R. Leadbetter, Georg Lindgren, Holger Rootzén
Erschienen in: Extremes and Related Properties of Random Sequences and Processes
Verlag: Springer New York
Enthalten in: Professional Book Archive
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Our primary task in this chapter will be to discuss continuous parameter analogues of the sequence results of Chapter 3, and, in particular, to obtain a corresponding version of the Extremal Types Theorem which applies in the continuous parameter case. This will be taken up in the first section, using a continuous parameter analogue of the dependence restriction D(un). Limits for probabilities P{M(T) ≤ uT} are then considered for arbitrary families of constants {uT}, leading, in particular, to a determination of domains of attraction.