1991Journal of Applied ProbabilityRequires access

Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes

Oleg Seleznjev

Open publisher page 21 citations

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.

About this research paper

What this paper is about

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.

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OpenAlex reports 21 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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.

Key concepts: Mathematics, Stationary sequence, Limit (mathematics), Maxima, Gaussian, Sequence (biology), Gaussian process, Limit point

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