Wave-Length and Amplitude for a Stationary Process after a High Maximum,
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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Let the set epsilont, t an element of R be a stationary, Gaussian process with the covariance function rt r01, -r double prime 0 lambda sub 2, and assume it has a local maximum with height u at t 0. Let tau sub u and delta sub u be wave-length and amplitude, i.e. the horizontal and vertical distances between the maximum and the following minimum. The paper deals with the limit distribution tau sub u, delta sub u as u approaches infinity.
- Statistics and Probability