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Behaviour of χ2 processes at extrema

Published online by Cambridge University Press:  01 July 2016

M. Aronowich  and
R. J. Adler
M. Aronowich
Affiliation:
Technion—Israel Institute of Technology
R. J. Adler*
Affiliation:
Technion—Israel Institute of Technology
*
∗Research supported in part by USAFOSR, Grant No. 83-0068.
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Abstract

We study certain aspects of the sample path behaviour of χ2 processes; in particular, problems related to the behaviour of these processes at their local extrema. Emphasis is placed on behaviour that is qualitatively different to that observed for Gaussian processes, rather than on phenomena common to both classes of processes, such as previously studied (global) extremal type results.

Keywords

DENSITY OF HEIGHTS AND CURVATURE AT EXTREMAHORIZONTAL WINDOW CONDITIONING

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 17 , Issue 2 , June 1985 , pp. 280 - 297
Copyright
Copyright © Applied Probability Trust 1985 

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Footnotes

Postal address for both authors: Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Technion City, Haifa 32000, Israel.

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