Is the location of the supremum of a stationary process nearly uniformly distributed? (Q378811): Difference between revisions
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| Property / cites work: Random Fields and Geometry / rank | |||
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| Property / cites work: Level Sets and Extrema of Random Processes and Fields / rank | |||
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| Property / cites work: Extremes and related properties of random sequences and processes / rank | |||
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| Property / cites work: Distribution of the supremum location of stationary processes / rank | |||
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Latest revision as of 01:49, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is the location of the supremum of a stationary process nearly uniformly distributed? |
scientific article |
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Is the location of the supremum of a stationary process nearly uniformly distributed? (English)
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12 November 2013
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The authors show that the distribution of the location of the unique supremum of a stationary process on an interval is absolutely continuous in the interior of the interval. Also, they describe very specific conditions that the density needs to satisfy and establish sharpest possible universal upper bounds on the density and demonstrate their optimality.
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stationary process
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global supremum location
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bounded variation
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