The maximum of the periodogram for a heavy-tailed sequence. (Q1872524): Difference between revisions

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Property / author: Sidney I. Resnick / rank
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Property / full work available at URL: https://doi.org/10.1214/aop/1019160264 / rank
 
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Latest revision as of 16:00, 5 June 2024

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The maximum of the periodogram for a heavy-tailed sequence.
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    The maximum of the periodogram for a heavy-tailed sequence. (English)
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    6 May 2003
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    periodogram
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    discrete Fourier transform
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    stable random variable
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    stable process
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    stochastic integral
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    infinite variance
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    linear process
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    point process convergence
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