Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185): Difference between revisions

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Revision as of 14:14, 15 May 2024

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Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
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    Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (English)
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    27 June 1992
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    The paper concerns functionals of stationary Gaussian processes, especially the sojourn time above a level and the extreme value. The author proves the sojourn limit theorem and the maximum limit theorem under assumptions expressed in terms of conditions on the spectrum of the process.
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    functionals of stationary Gaussian processes
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    sojourn time
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    extreme value
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    conditions on the spectrum of the process
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