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