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On Piterbarg Max-Discretisation Theorem for Standardised Maximum of Stationary Gaussian

✍ Scribed by Tan, Zhongquan; Hashorva, Enkelejd


Book ID
121541133
Publisher
Springer US
Year
2012
Tongue
English
Weight
480 KB
Volume
16
Category
Article
ISSN
1387-5841

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πŸ“œ SIMILAR VOLUMES


Almost sure limit theorems for the maxim
✍ Endre CsΓ‘ki; Khurelbaatar Gonchigdanzan πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 111 KB

We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance r n under the condition r n log n(log log n) 1+ = O(1).