Locating the Maximum of a Stationary Normal Process.

Abstract

The purpose of the paper is to describe certain results concerning the location (L sub T) of the maximum of a stationary normal process in the time O < or = t < or = T. It is shown that (L sub T) does not, in general, have a uniform distribution on O < or = t < or = T, but is asymptotically so under weak conditions as T nears infinity. The various features of the corresponding discrete time problem are also discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1973
Accession Number
AD0768362

Entities

People

  • M. Ross Leadbetter

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Stationary

Fields of Study

  • Mathematics

Readers

  • Geospatial Intelligence and Artificial Intelligence Analytics
  • Statistical inference.