A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence

• 1 March 1962
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 33  (1) , 93-97
• https://doi.org/10.1214/aoms/1177704714

Abstract

Keywords

• GAUSSIAN SEQUENCE
• STATIONARY GAUSSIAN
• LAW OF LARGE
• LARGE NUMBERS
• MAXIMUM