Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185)
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scientific article; zbMATH DE number 27214
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| English | Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes |
scientific article; zbMATH DE number 27214 |
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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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0.8541398048400879
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0.8304995894432068
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