On the asymptotic behaviour of stationary gaussian processes

Rita Giuliano Antonini

Annales mathématiques Blaise Pascal (1995)

  • Volume: 2, Issue: 2, page 35-42
  • ISSN: 1259-1734

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Giuliano Antonini, Rita. "On the asymptotic behaviour of stationary gaussian processes." Annales mathématiques Blaise Pascal 2.2 (1995): 35-42. <http://eudml.org/doc/79138>.

@article{GiulianoAntonini1995,
author = {Giuliano Antonini, Rita},
journal = {Annales mathématiques Blaise Pascal},
keywords = {limit set; stationary Gaussian process; covariance function},
language = {eng},
number = {2},
pages = {35-42},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {On the asymptotic behaviour of stationary gaussian processes},
url = {http://eudml.org/doc/79138},
volume = {2},
year = {1995},
}

TY - JOUR
AU - Giuliano Antonini, Rita
TI - On the asymptotic behaviour of stationary gaussian processes
JO - Annales mathématiques Blaise Pascal
PY - 1995
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 2
IS - 2
SP - 35
EP - 42
LA - eng
KW - limit set; stationary Gaussian process; covariance function
UR - http://eudml.org/doc/79138
ER -

References

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  1. [1] M.B. Marcus, Upper bounds for the asymptotic maxima of continuous Gaussian processes, Ann. Math. Stat. 43 (1972), 522 - 533. Zbl0241.60032MR388519
  2. [2] J. Pickands III, Maxima of stationary Gaussian processes, Z. Wahrsch. verw. Geb.7, (1967), 190 - 223. Zbl0158.16702MR217866
  3. [3] P.K. Pathak - C. Qualls, A law of iterated logarithm for stationary Gaussian processes, Trans. Amer. Math. Soc.181 (1973), 185-193. Zbl0273.60016MR321170
  4. [4] M. Talagrand, La τ- regularité des mesures Gaussiennes, Z. Wahrsch. verw. Geb., 57, (1981), 213- 221. Zbl0443.60007MR626816
  5. [5] G.H. Hardy - M. Riesz, The general theory of Dirichlet's series, Cambridge tracts in Mathematics, 18, Cambridge (1915). Zbl45.0387.03MR185094JFM45.0387.03

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