Extreme Value Distribution for Normalized Sums from Stationary Gaussian Sequences.

Abstract

Limiting distribution of the maximum of normalized sums of stationary Gaussian processes is studied. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1978
Accession Number
ADA052831

Entities

People

  • Yashaswini Mittal

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Brownian Motion
  • Covariance
  • Data Science
  • Frequency
  • Gaussian Noise
  • Gaussian Processes
  • Information Science
  • North Carolina
  • Observation
  • Probability
  • Probability Density Functions
  • Random Variables
  • Sequences
  • Standards
  • Stationary
  • Stationary Processes
  • Statistics