Author:
Konstant D. G.,Piterbarg V.I.
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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