Is the location of the supremum of a stationary process nearly uniformly distributed? (Q378811): Difference between revisions
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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. | |||
Property / review text: 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. / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G17 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6226031 / rank | |||
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Property / zbMATH Keywords | |||
stationary process | |||
Property / zbMATH Keywords: stationary process / rank | |||
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Property / zbMATH Keywords | |||
global supremum location | |||
Property / zbMATH Keywords: global supremum location / rank | |||
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Property / zbMATH Keywords | |||
bounded variation | |||
Property / zbMATH Keywords: bounded variation / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Miroslav M. Ristić / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1110.1599 / rank | |||
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Property / cites work | |||
Property / cites work: Q4001807 / rank | |||
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Property / cites work | |||
Property / cites work: Random Fields and Geometry / rank | |||
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Property / cites work | |||
Property / cites work: Q4793303 / rank | |||
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Property / cites work | |||
Property / cites work: Level Sets and Extrema of Random Processes and Fields / rank | |||
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Property / cites work | |||
Property / cites work: Extremes and related properties of random sequences and processes / rank | |||
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Property / cites work | |||
Property / cites work: Distribution of the supremum location of stationary processes / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 01:49, 7 July 2024
scientific article
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English | Is the location of the supremum of a stationary process nearly uniformly distributed? |
scientific article |
Statements
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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