Extremal and Related Properties of Stationary Processes. Part I. Extremes of Stationary Sequences.

Abstract

This report considers the generalization of classical extreme value theory for independent random variables, to apply to stationary stochastic processes. Part 1 is concerned with stochastic sequences and part 2 will deal with continuous time processs. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1979
Accession Number
ADA069561

Entities

People

  • G. Lindgren
  • H. Rootzen
  • M. Ross Leadbetter

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Convergence
  • Covariance
  • Data Science
  • Distribution Functions
  • Gaussian Processes
  • Information Science
  • Normal Distribution
  • North Carolina
  • Probability
  • Random Variables
  • Self Assembled Monolayers
  • Self Assembly
  • Stationary Processes
  • Statistics
  • Stochastic Processes
  • Surveys
  • Two Dimensional

Readers

  • Mathematical Modeling and Probability Theory.