Behaviour of χ2 processes at extrema
- 1 June 1985
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 17 (2) , 280-297
- https://doi.org/10.2307/1427141
Abstract
We study certain aspects of the sample path behaviour of χ 2 processes; in particular, problems related to the behaviour of these processes at their local extrema. Emphasis is placed on behaviour that is qualitatively different to that observed for Gaussian processes, rather than on phenomena common to both classes of processes, such as previously studied (global) extremal type results.Keywords
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