A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence

DOI10.1214/AOMS/1177704714MaRDI QIDQ3845722zbMATH OpenOpenAlexWikidataFDO

Authors Simeon M. Berman

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

zbMATH Keywords

probability theory

Cited in

(15)

• A note on global suprema of band-limited spherical random functions
• High-dimensional sparse MANOVA
• A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
• Gaussian stochastic processes
• On the maximum of a normal stationary stochastic process
• scientific article; zbMATH DE number 3944947 (Why is no real title available?)
• Almost sure relative stability of the maximum of a stationary sequence
• Incentive compatible and globally efficient position based routing for selfish reverse multicast in wireless sensor networks
• Simultaneous nonparametric inference of time series
• Asymptotics of spectral density estimates
• 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

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