Wave-Length and Amplitude for a Stationary Process after a High Maximum,
Abstract
Let the set (epsilon(t), t an element of R) be a stationary, Gaussian process with the covariance function r(t) (r(0)=1, -r double prime (0) = lambda sub 2), and assume it has a local maximum with height u at t = 0. Let tau sub u and delta sub u be wave-length and amplitude, i.e. the horizontal and vertical distances between the maximum and the following minimum. The paper deals with the limit distribution (tau sub u, delta sub u as u approaches infinity.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1971
- Accession Number
- AD0722004
Entities
People
- Georg Lindgren
Organizations
- University of North Carolina at Chapel Hill