ASYMPTOTIC PROPERTIES OF DISTRIBUTION OF MAXIMUM OF GAUSSIAN NONSTATIONARY PROCESS OCCURRING IN COVARIANCE STATISTIC

被引：0
|
作者：
OSTROVSKII, EI [1 ]
TSYKUNOVA, SY [1 ]
机构：
[1] OBNINSK INST ATOM ENERGY,DEPT CYBERNET,OBNINSK 249020,RUSSIA
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1995年 / 39卷 / 03期
关键词：
COVARIANCE FUNCTION; EXACT ASYMPTOTIC; SPECTRAL DENSITY; SEPARABLE CENTERED GAUSSIAN FIELD; TALAGRAND THEOREM;
D O I：
10.1137/1139039
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：
The paper considers a separable Gaussian centered process eta(t) with a covariance function of the type E eta(t) eta(s) = 4 pi integral(-infinity)(+infinity) cos lambda t cos lambda s f(2) (lambda) d lambda for the different restrictions on the spectral density f(lambda).
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页码：527 / 534
页数：8
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