| G.L. O'Brien, P.J.J.F. Torfs, and W. Vervaat. Stationary self-similar extremal processes. Technical report, York University, Ontario, 1989. |
....such extremal processes can be built out of the Poisson point processes (C3) in a natural way. The case of general stationary processes has recently been of theoretical interest, partly because it requires some unfamiliar technical tools (random upper semi continuous functions) See O Brien et al. [41]. C45 Envelopes of Gaussian processes. Extremes of narrow band Gaussian processes can be studied via the associated envelope process. See Vanmarcke [53] for applied discussion and Lindgren [35] for a recent example treated rigorously. C46 Shot noise. Asyptotics in examples like C13 are treated ....
G.L. O'Brien, P.J.J.F. Torfs, and W. Vervaat. Stationary self-similar extremal processes. Technical report, York University, Ontario, 1989.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC