Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes
Oleg Seleznjev
Abstract
Oleg Seleznjev
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.
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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