Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener

George Haiman

Annales de l'I.H.P. Probabilités et statistiques (1987)

  • Volume: 23, Issue: 3, page 425-457
  • ISSN: 0246-0203

How to cite

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Haiman, George. "Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener." Annales de l'I.H.P. Probabilités et statistiques 23.3 (1987): 425-457. <http://eudml.org/doc/77300>.

@article{Haiman1987,
author = {Haiman, George},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {extreme value theory; increments of the Wiener process; sequence of record times; record values},
language = {fre},
number = {3},
pages = {425-457},
publisher = {Gauthier-Villars},
title = {Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener},
url = {http://eudml.org/doc/77300},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Haiman, George
TI - Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1987
PB - Gauthier-Villars
VL - 23
IS - 3
SP - 425
EP - 457
LA - fre
KW - extreme value theory; increments of the Wiener process; sequence of record times; record values
UR - http://eudml.org/doc/77300
ER -

References

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  1. [1] P. Deheuvels, Strong Approximation in Extreme Value Theory and Applications, Proc. Coll. Math. Soc. Janos Bolay, 1982, p. 369-403. Zbl0568.60056MR807566
  2. [2] J. Galambos, The Asymptotic Theory of Extreme Order Statistics, 1978, Wiley, New York. Zbl0381.62039MR489334
  3. [3] G. Haiman, Valeurs extrêmales de suites stationnaires de variables aléatoires m-dépendantes, Ann. Inst. Henri Poincaré, vol. XVII, n° 3, 1981, p. 309-330. Zbl0479.60044MR631245
  4. [4] S. Carlin et J. Mcgregor, Coincidence Probabilities, Pacific J. Math., vol. 911, 1959, p. 41-64. Zbl0092.34503MR114248
  5. [5] J. Ortega et M. Wschebor, On the Increments of the Wiener Process, Z. Wahrsheinlichkeit verv. Gebiete, vol. 65, 1984, p. 329-339. Zbl0506.60082MR731225
  6. [6] P. Revesz, On the Increments of Wiener and Related Processes, The Annals of Probability, vol. 10, n° 3, 1982, p. 613-622. Zbl0493.60038MR659532
  7. [7] L.A. Shepp, First Passage Time for a Particular Gaussian Process, Ann. Math. Stat., vol. 42, n° 3, 1971, 946-951. Zbl0216.21203MR278375
  8. [8] D. Slepian, The One-Sided Barrier Problem for Gaussian Noise, Bell System Tech. J., vol. 41, 1962, p. 463-501. MR133183
  9. [9] G.S. Watson, Extreme Values in Samples from m-dependant Stationary Stochastic Processes, Ann. Math. Statist., vol. 25, 1954, p. 798-800. Zbl0056.36204MR65122
  10. [10] G.F. Newell, Asymptotic Extremes for m-dependent Random Variables, Ann. Math. Statist., vol. 35, 1964, p. 1322-1325. Zbl0239.60033MR164361

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