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Local maxima of stationary processes

Published online by Cambridge University Press:  24 October 2008

M. R. Leadbetter
M. R. Leadbetter
Affiliation:
Research Triangle Institute, Durham, N. Carolina, U.S.A.
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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

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References

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