The exact distribution of extremes of a non-gaussian process |
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| Authors: | L. Valadares Tavares |
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| Affiliation: | Centre of Urban and Regional Systems of the Universities of Lisbon (CESUR), IST, Av. Rovisco Pais, Lisbon 1, Portugal |
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| Abstract: | The exact distribution of extremes of a non-gaussian stationary discrete process is obtained and their crossing intervals are studied in terms of the autocorrelation coefficients for any level of crossing. This process is an important model for some physical magnitudes. |
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| Keywords: | extreme distribution downcrossing and upcrossing intervals non-Gaussian process type 1 extremes distribution |
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