Accession Number : AD0768362

Title :   Locating the Maximum of a Stationary Normal Process.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Leadbetter,Malcolm R.

Report Date : AUG 1973

Pagination or Media Count : 10

Abstract : The purpose of the paper is to describe certain results concerning the location (L sub T) of the maximum of a stationary normal process in the time O < or = t < or = T. It is shown that (L sub T) does not, in general, have a uniform distribution on O < or = t < or = T, but is asymptotically so under weak conditions as T nears infinity. The various features of the corresponding discrete time problem are also discussed. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, ASYMPTOTIC SERIES), RANDOM VARIABLES, DISTRIBUTION FUNCTIONS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE