EXTREME VALUES OF THE CYCLOSTATIONARY GAUSSIAN RANDOM PROCESS

KONSTANT, DG; PITERBARG, VI

dc.contributor.author	KONSTANT, DG	en
dc.contributor.author	PITERBARG, VI	en
dc.date.accessioned	2014-03-01T01:42:06Z
dc.date.available	2014-03-01T01:42:06Z
dc.date.issued	1993	en
dc.identifier.issn	0021-9002	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/23703
dc.subject	PERIODICALLY CORRELATED PROCESS	en
dc.subject	LARGE DEVIATIONS	en
dc.subject.classification	Statistics & Probability	en
dc.title	EXTREME VALUES OF THE CYCLOSTATIONARY GAUSSIAN RANDOM PROCESS	en
heal.type	journalArticle	en
heal.language	English	en
heal.publicationDate	1993	en
heal.abstract	In this paper the class of cyclostationary Gaussian random processes is studied. Basic asymptotics are given for the class of Gaussian processes that are centered and differentiable in mean square. Then, under certain conditions on the non-degeneration of the centered cyclostationary Gaussian process with integrable covariance functions, the Gnedenko-type limit formula [GRAPHICS] is established for l(T) = O(square-root [ln T]) and all x > 0.	en
heal.publisher	APPLIED PROBABILITY TRUST	en
heal.journalName	JOURNAL OF APPLIED PROBABILITY	en
dc.identifier.isi	ISI:A1993KR94300007	en
dc.identifier.volume	30	en
dc.identifier.issue	1	en
dc.identifier.spage	82	en
dc.identifier.epage	97	en