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http://hdl.handle.net/1813/24397
| Title: | Distribution of the supremum location of stationary processes |
| Authors: | Samorodnitsky, Gennady
Shen, Yi |
| Keywords: | stationary process
global supremum location
bounded variation
strong mixing |
| Issue Date: | 7-Oct-2011 |
| Abstract: | The location of the unique supremum of
a stationary process on an interval does not need to be uniformly
distributed over that interval. We describe all possible distributions
of the supremum
location for a broad class of such stationary processes. We show that,
in the strongly mixing case, this distribution does tend to the
uniform in a certain sense as the length of the interval increases to
infinity. |
| URI: | http://hdl.handle.net/1813/24397 |
| Appears in Collections: | ORIE Technical Reports
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