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Extremes in Random Sequences and Stochastic Processes

Statistical Theory of Extremes


Global extremes , Local extremes , Wiener-Lévy processes , Gaussian stationary processes , Stochastic processes , Random sequence

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The chapter analyses the development in time of some physical system subject to random influences, by means of a discrete or continuously registering instrument. The behaviour of maxima in random sequences and stochastic processes having as a target to obtain, under convenient conditions, the same limiting distributions is discussed in this chapter. Extremes in stochastic sequences, global extremes of Gaussian stationary processes, global extremes in Wiener-Lévy processes and local extremes in Gaussian stationary processes are given with some results. Some scattered examples of extreme value properties for other kinds of stochastic processes are also discussed.

Extremes in Random Sequences and Stochastic Processes

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