A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence
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Publication:3845722
DOI10.1214/AOMS/1177704714zbMATH Open0109.11803OpenAlexW2021731441WikidataQ106689805 ScholiaQ106689805MaRDI QIDQ3845722FDOQ3845722
Publication date: 1962
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704714
Cited In (16)
- A note on global suprema of band-limited spherical random functions
- High-dimensional sparse MANOVA
- On the maximum of a normal stationary stochastic process
- Gaussian stochastic processes
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
- Title not available (Why is that?)
- Almost sure relative stability of the maximum of a stationary sequence
- Exact tail asymptotics in bivariate scale mixture models
- Incentive compatible and globally efficient position based routing for selfish reverse multicast in wireless sensor networks
- Simultaneous nonparametric inference of time series
- Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences
- Gaussian graphical model estimation with false discovery rate control
- On the asymptotic form of convex hulls of Gaussian random fields
- Limits for partial maxima of Gaussian random vectors
- Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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