作者：Zhong; Quan; TAN平稳高斯过程随机变量极限定理千里马相关函数连续采样极限分布附加条件
摘要：Let {X(t), t ≥ 0} be a standard(zero-mean, unit-variance) stationary Gaussian process with correlation function r(·) and continuous sample paths. In this paper, we consider the maxima M(T) = max{X(t), t∈ [0, T ]} with random index TT, where TT /T converges to a non-degenerate distribution or to a positive random variable in probability, and show that the limit distribution of M(TT) exists under some additional conditions related to the correlation function r(·).
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