1983 | OriginalPaper | Buchkapitel
Maxima of Mean Square Differentiable Normal 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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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.