Abstract
Let {Xn(t), t∈[0,∞)}, n∈ℕ, be standard stationary Gaussian processes. The limit distribution of \supt∈[0,T(n)]|X n(t)| is established as rn(t), the correlation function of {Xn(t), t∈[0,∞)}, n∈ℕ, which satisfies the local and long-range strong dependence conditions, extending the results obtained in Seleznjev (1991).
Citation
Zhongquan Tan. Enkelejd Hashorva. Zuoxiang Peng. "Asymptotics of maxima of strongly dependent Gaussian processes." J. Appl. Probab. 49 (4) 1106 - 1118, December 2012. https://doi.org/10.1239/jap/1354716660
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