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The exact distribution of extremes of a non-gaussian process

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  • Valadares Tavares, L.

Abstract

The exact distribution of extremes of a non-gaussian stationary discrete process is obtained and their crossing intervals are studied in terms of the autocorrelation coefficients for any level of crossing. This process is an important model for some physical magnitudes.

Suggested Citation

  • Valadares Tavares, L., 1977. "The exact distribution of extremes of a non-gaussian process," Stochastic Processes and their Applications, Elsevier, vol. 5(2), pages 151-156, May.
    • Handle: RePEc:eee:spapps:v:5:y:1977:i:2:p:151-156
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