The maximum of the Gaussian $1/f^{\alpha}$-noise in the case $\alpha<1$

Zakhar Kabluchko

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arXiv · 1010.1902

The maximum of the Gaussian $1/f^{\alpha}$-noise in the case $\alpha<1$

Zakhar Kabluchko

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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.

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Zakhar Kabluchko. 2010-10-10. The maximum of the Gaussian $1/f^{\alpha}$-noise in the case $\alpha<1$. https://arxiv.org/abs/1010.1902

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