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《Journal of Southwest China Normal University(Natural Science Edition)》 2006-06
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Limiting Distribution for the Maxima of Stationary Gaussian Processes

HU Ai-ping~1,WU Du-zhi~21.School of Mathematics and Science,Chongqing Institute of Technology,Chongqing 400050,China;2.Dept.of Fundamental Studies,Logistical Engineering University,Chongqing 400016,China  
Let {ξ(t),t≥0} be a stationary Gaussian process with E(ξ(t))=0,E(ξ~2(t))=1,E(ξ(0)ξ(t))=r(t).When r(t)logtr∈(0,∞) and r(t) converges to zero monotonely,the limiting distribution of M(T)=sup{ξ(t),t≥0} has been obtained in this paper.
【CateGory Index】: O211.4
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