Abstract
Many technically important problems involving random processes depend on the extremes of the studied functions, which can be regarded as a sequence of “waves” or “cycles”. This paper presents some recently proposed approximations for wavelength and amplitude distributions for three commonly used definitions of waves, when the studied function is a sample path of an ergodic, stationary, twice continuously differentiable process.
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© 1989 Springer-Verlag Berlin Heidelberg
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Rychlik, I. (1989). On the Distribution of Random Waves and Cycles. In: Hüsler, J., Reiss, RD. (eds) Extreme Value Theory. Lecture Notes in Statistics, vol 51. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3634-4_9
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DOI: https://doi.org/10.1007/978-1-4612-3634-4_9
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