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

作者：Tan Zhongquan^*

来源：Statistics & Probability Letters, 2013, 83(9): 2135-2141.

DOI：10.1016/j.spl.2013.05.034

• Almost sure limit theorem
• Maximum
• Stationary Gaussian process
• Smooth Gaussian process

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}.

• 出版日期2013-9
• 单位嘉兴学院