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An iterated logarithm law for maxima of nonstationary Gaussian processes

Published online by Cambridge University Press:  14 July 2016

Chandrakant M. Deo
Chandrakant M. Deo*
Affiliation:
University of California, Davis
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Abstract

An iterated logarithm type theorem is obtained for maxima of nonstationary discrete-parameter Gaussian processes.

Keywords

GAUSSIAN PROCESSESITERATED LOGARITHM
Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 2 , June 1973 , pp. 402 - 408
Copyright
Copyright © Applied Probability Trust 1973 

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References

[1] Berman, S. M. (1964) Limit theorems for maximum term in a stationary sequence. Ann. Math. Statist. 35, 502–516.Google Scholar
[2] Chung, K. L. (1968) A Course in Probability Theory. Harcourt, Brace & World, Inc., New York.Google Scholar
[3] Cramer, H. and Leadbetter, M. R. (1967). Stationary and Related Stochastic Processes. Wiley, New York.Google Scholar
[4] Pickands, J. Iii (1969) An iterated logarithm law for the maximum in a stationary Gaussian sequence. Zeit. Wahrscheinlichkeitsth. 12, 344–353.CrossRefGoogle Scholar