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arXiv:1010.1902 [math.PR]AbstractReferencesReviewsResources

The maximum of the Gaussian $1/f^α$-noise in the case $α<1$

Zakhar Kabluchko

Published 2010-10-10Version 1

We prove that the appropriately normalized maximum of the Gaussian $1/f^{\alpha}$-noise with $\alpha<1$ converges in distribution to the Gumbel double-exponential law.

Comments: 7 pages
Categories: math.PR
Subjects: 60G15, 60G70, 60F05
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