{ "id": "1010.1902", "version": "v1", "published": "2010-10-10T08:47:00.000Z", "updated": "2010-10-10T08:47:00.000Z", "title": "The maximum of the Gaussian $1/f^α$-noise in the case $α<1$", "authors": [ "Zakhar Kabluchko" ], "comment": "7 pages", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2010-10-10T08:47:00.000Z" } ], "analyses": { "subjects": [ "60G15", "60G70", "60F05" ], "keywords": [ "gumbel double-exponential law", "appropriately normalized maximum", "distribution" ], "note": { "typesetting": "TeX", "pages": 7, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1010.1902K" } } }