An almost sure limit theorem for the maxima of smooth stationary Gaussian processes

Zhongquan Tan

doi:10.1016/j.spl.2013.05.034

An almost sure limit theorem for the maxima of smooth stationary Gaussian processes

Statistics & Probability Letters ◽

10.1016/j.spl.2013.05.034 ◽

2013 ◽

Vol 83 (9) ◽

pp. 2135-2141 ◽

Cited By ~ 2

Author(s):

Zhongquan Tan

Keyword(s):

Limit Theorem ◽

Gaussian Processes ◽

Almost Sure Limit Theorem ◽

Stationary Gaussian Processes

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A Central Limit Theorem for Extreme Sojourn Times of Stationary Gaussian Processes

Lecture Notes in Statistics - Extreme Value Theory ◽

10.1007/978-1-4612-3634-4_8 ◽

1989 ◽

pp. 81-99

Author(s):

Simeon M. Berman

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Gaussian Processes ◽

Sojourn Times ◽

Stationary Gaussian Processes

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Sampling Reconstruction Procedure for Non-Stationary Gaussian Processes Based on Conditional Expectation Rule

Sampling Theory, Signal Processing, and Data Analysis ◽

10.1007/bf03549374 ◽

2002 ◽

Vol 1 (2) ◽

pp. 135-153

Author(s):

V.A. Kazakov ◽

M. A. Belyaev

Keyword(s):

Gaussian Processes ◽

Conditional Expectation ◽

Reconstruction Procedure ◽

Stationary Gaussian Processes

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Fourth moment bound and stationary Gaussian processes with positive correlation

Journal of the Korean Statistical Society ◽

10.1007/s42952-021-00132-6 ◽

2021 ◽

Author(s):

Yoon Tae Kim ◽

Hyun Suk Park

Keyword(s):

Gaussian Processes ◽

Fourth Moment ◽

Positive Correlation ◽

Stationary Gaussian Processes

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Limit Theorems for Stationary Gaussian Processes

Theory of Probability and Its Applications ◽

10.1137/1110014 ◽

1965 ◽

Vol 10 (1) ◽

pp. 132-139 ◽

Cited By ~ 1

Author(s):

Yu M. Ryzhov

Keyword(s):

Gaussian Processes ◽

Limit Theorems ◽

Stationary Gaussian Processes

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Frequency-domain fatigue analysis of wide-band stationary Gaussian processes using a trimodal spectral formulation

International Journal of Fatigue ◽

10.1016/j.ijfatigue.2008.01.008 ◽

2008 ◽

Vol 30 (10-11) ◽

pp. 1944-1955 ◽

Cited By ~ 56

Author(s):

Z GAO ◽

T MOAN

Keyword(s):

Frequency Domain ◽

Gaussian Processes ◽

Wide Band ◽

Fatigue Analysis ◽

Stationary Gaussian Processes

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Some superconcentration inequalities for extrema of stationary Gaussian processes

Statistics & Probability Letters ◽

10.1016/j.spl.2015.07.028 ◽

2015 ◽

Vol 106 ◽

pp. 239-246 ◽

Cited By ~ 5

Author(s):

Kevin Tanguy

Keyword(s):

Gaussian Processes ◽

Stationary Gaussian Processes

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An almost sure limit theorem for Wick powers of Gaussian differences quotients

Institute of Mathematical Statistics Collections - High Dimensional Probability V: The Luminy Volume ◽

10.1214/09-imscoll517 ◽

2009 ◽

pp. 258-272 ◽

Cited By ~ 3

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Limit Theorem ◽

Almost Sure Limit Theorem

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An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem

Monte Carlo Methods and Applications ◽

10.1515/mcma-2013-0004 ◽

2013 ◽

Vol 0 (0) ◽

Author(s):

Richard V. Field, Jr. ◽

Mircea Grigoriu ◽

Clark R. Dohrmann

Keyword(s):

Gaussian Processes ◽

Sampling Theorem ◽

Stationary Gaussian Processes

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An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences

Electronic Communications in Probability ◽

10.1214/ecp.v14-1461 ◽

2009 ◽

Vol 14 (0) ◽

pp. 224-231 ◽

Cited By ~ 11

Author(s):

Fuming Lin

Keyword(s):

Limit Theorem ◽

Almost Sure Limit Theorem

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Persistent Spins in the Linear Diffusion Approximation of Phase Ordering and Zeros of Stationary Gaussian Processes

Physical Review Letters ◽

10.1103/physrevlett.77.2871 ◽

1996 ◽

Vol 77 (14) ◽

pp. 2871-2874 ◽

Cited By ~ 120

Author(s):

Bernard Derrida ◽

Vincent Hakim ◽

Reuven Zeitak

Keyword(s):

Gaussian Processes ◽

Diffusion Approximation ◽

Linear Diffusion ◽

Phase Ordering ◽

Stationary Gaussian Processes

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