科研之友
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摘要
Let {X-n(t), t is an element of [0, infinity)}, n is an element of N, be standard stationary Gaussian processes. The limit distribution of sup(t is an element of[0,T(n)]) vertical bar X-n(t)vertical bar is established as r(n)(t), the correlation function of [X-n(t), t is an element of [0, infinity)}, n is an element of N, which satisfies the local and long-range strong dependence conditions, extending the results obtained in Seleznjev (1991).
