On the maximum of a normal stationary stochastic process

DOI10.1090/S0002-9904-1962-10800-3MaRDI QIDQ5720509zbMATH OpenOpenAlexFDO

Authors Harald Cramér

Publication date 1962

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9904-1962-10800-3

zbMATH Keywords

probability theory

Cites work

• A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
• A. I. Khinchin's Work in Mathematical Probability
• scientific article; zbMATH DE number 3155151 (Why is no real title available?)
• scientific article; zbMATH DE number 3180559 (Why is no real title available?)
• Random Fourier Transforms

Cited in

(5)

• Extremes of realizations of continuous time stationary stochastic processes on closed intervals
• Methodology for estimating reliability
• Extreme value theory for stochastic processes
• Maxima of stationary Gaussian processes
• An asymptotic property of Gaussian stationary processes

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