WEAK-CONVERGENCE FOR THE MAXIMA OF STATIONARY GAUSSIAN-PROCESSES USING RANDOM NORMALIZATION

被引：22

作者：

MCCORMICK, WP

机构：

来源：

ANNALS OF PROBABILITY | 1980年 / 8卷 / 03期

关键词：

D O I：

10.1214/aop/1176994723

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：483 / 497

页数：15

共 50 条

[1] CHARACTERISTICS OF MAXIMA OF STATIONARY GAUSSIAN-PROCESSES
RADCHENKO, TA
TRIFONOV, AP
[J]. ENGINEERING CYBERNETICS, 1979, 17 (05): : 115 - 118
[2] WEAK-CONVERGENCE OF EMPIRICAL PROCESSES OF SEQUENCES OF STATIONARY RANDOM-VARIABLES
LU, CR
[J]. CHINESE ANNALS OF MATHEMATICS SERIES B, 1984, 5 (04) : 731 - 735
[3] ON WEAK-CONVERGENCE OF GAUSSIAN MEASURES
BAUSHEV, AN
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1988, 32 (04) : 670 - 677
[4] A RANDOM-FIELD APPROACH TO WEAK-CONVERGENCE OF PROCESSES
GOROSTIZA, LG
REBOLLEDO, R
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 18 (01) : 49 - 55
[5] LOWER BOUND ON MAXIMA OF GAUSSIAN-PROCESSES
GRIGORIU, M
[J]. JOURNAL OF ENGINEERING MECHANICS-ASCE, 1987, 113 (12): : 1961 - 1967
[6] AN EXTENSION TO A STRONG LAW RESULT OF MITTAL AND YLVISAKER FOR THE MAXIMA OF STATIONARY GAUSSIAN-PROCESSES
MCCORMICK, WP
[J]. ANNALS OF PROBABILITY, 1980, 8 (03): : 498 - 510
[7] WEAK-CONVERGENCE OF RANDOM GROWTH-PROCESSES WITH APPLICATIONS TO INSURANCE
DUFRESNE, D
[J]. INSURANCE MATHEMATICS & ECONOMICS, 1989, 8 (03): : 187 - 201
[8] ON WEAK-CONVERGENCE TO RANDOM-PROCESSES WITH BOUNDARY-CONDITIONS
GRIGELIONIS, B
MIKULEVICIUS, R
[J]. LECTURE NOTES IN MATHEMATICS, 1982, 972 : 260 - 275
[9] GAUSSIAN DIFFUSIONS AND AUTOREGRESSIVE PROCESSES - WEAK-CONVERGENCE AND STATISTICAL-INFERENCE
STOCKMARR, A
JACOBSEN, M
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1994, 21 (04) : 403 - 419
[10] ON THE DISTRIBUTION OF FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES
HORNIK, K
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 18 (05) : 389 - 395

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