Extreme values of the cyclostationary Gaussian random process

1 March 1993

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 30 (1) , 82-97
https://doi.org/10.2307/3214623

Abstract

In this paper the class of cyclostationary Gaussian random processes is studied. Basic asymptotics are given for the class of Gaussian processes that are centered and differentiable in mean square. Then, under certain conditions on the non-degeneration of the centered cyclostationary Gaussian process with integrable covariance functions, the Gnedenko-type limit formula is established for and all x > 0.

Keywords

EXTREME VALUES
CYCLOSTATIONARY GAUSSIAN
GAUSSIAN RANDOM
RANDOM PROCESS

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