Is the location of the supremum of a stationary process nearly uniformly distributed? (Q378811)
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scientific article
| Language | Label | Description | Also known as |
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| 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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