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).

引用

页码：527 / 534

页数：8

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