Extreme value distribution for normalized sums from stationary Gaussian sequences

DOI10.1016/0304-4149(79)90040-1MaRDI QIDQ1256801zbMATH OpenOpenAlexFDO

Authors Yash Mittal

Publication date 1979

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/3266

zbMATH Keywords

Brownian MotionExtreme Value DistributionNormalized SumsStationary Gaussian Sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cites work

• A limit theorem for the maximum of normalized sums of independent random variables
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• scientific article; zbMATH DE number 3441342 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• Limit Theorems for the Maximum Term in Stationary Sequences
• Maxima of stationary Gaussian processes
• Strong laws for the maxima of stationary Gaussian processes
• The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences

Cited in

(1)

• Extreme value distributions for two kinds of path sums of Markov chain

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