Article contents
Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes
Published online by Cambridge University Press: 14 July 2016
Abstract
We consider the limit distribution of maxima and point processes, connected with crossings of an increasing level, for a sequence of Gaussian stationary processes. As an application we investigate the limit distribution of the error of approximation of Gaussian stationary periodic processes by random trigonometric polynomials in the uniform metric.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1991
Footnotes
Part of this work was carried out during a visit to the Department of Mathematical Statistics, the University of Lund, Sweden.
References
- 8
- Cited by