𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes

✍ Scribed by Anshin, A. B.


Book ID
118219779
Publisher
Society for Industrial and Applied Mathematics
Year
2006
Tongue
English
Weight
201 KB
Volume
50
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Extremes of Gaussian processes, on resul
✍ J. HΓΌsler πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 95 KB

For a particular sequence of Gaussian processes we consider the maximum Mn(T ) up to time T and its limiting behaviour as T = T (n) and n converges to ∞. This sequence occurs in the approximation of the path of the continuous Gaussian process by broken lines. This limiting behaviour was analyzed by