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1 results

  • Asymptotics of Maxima of Strongly Dependent Gaussian Processes

  • Part of
  • Zhongquan Tan, Enkelejd Hashorva, Zuoxiang Peng
  • Journal:
    Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
    Published online by Cambridge University Press:
    30 January 2018, pp. 1106-1118
    Print publication:
    December 2012
    • Article
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  • Let {Xn(t), t∈[0,∞)}, n∈ℕ, be standard stationary Gaussian processes. The limit distribution of t∈[0,T(n)]|Xn(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).