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 / reviewed by | |||
| Property / reviewed by: Miroslav M. Ristić / 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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Revision as of 12:13, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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