𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the uniqueness of maximizers of Markov–Gaussian processes

✍ Scribed by Dietmar Ferger


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
92 KB
Volume
45
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis


Let Y be a nonconstant Markov-Gaussian process with almost sure continuous sample functions. We show that with probability one the original process Y and the re ected process |Y | in each case attain their maximal value at precisely one point. Almost sure uniqueness of maximizers of stochastic processes plays an important role when deriving the limit distribution of M-estimators.


📜 SIMILAR VOLUMES