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Local maxima of stationary processes
Published online by Cambridge University Press: 24 October 2008
Abstract
Two natural definitions for the distribution function of the height of an ‘arbitrary local maximum’ of a stationary process are given and shown to be equivalent. It is further shown that the distribution function so defined has the correct frequency interpretation, for an ergodic process. Explicit results are obtained in the normal case.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 62 , Issue 2 , April 1966 , pp. 263 - 268
- Copyright
- Copyright © Cambridge Philosophical Society 1966