A note on extreme values of locally stationary Gaussian processes (Q1890878): Difference between revisions

To derive limit theorems for the distribution of extreme values of locally stationary Gaussian processes \(X(t)\) which satisfy Berman's condition for long range dependence, a general time transformation is used. This technique provides relations useful for instance for the proof of a limit theorem for the probability of the non-crossing of \(X(t)\) of a nonconstant level \(u_T (t)\).