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Probability characteristics of the absolute maximum of generalized rayleigh stochastic process

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Abstract

We obtain the limiting laws of distribution of the absolute maximum of the generalized Rayleigh random process. Using the methods of statistical modeling, we show that the asymptotic approximations are in good agreement with the actual distributions over a wide range of parameters of the random process.

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Authors
  1. A. P. Trifonov
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  2. O. V. Chernoyarov
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Additional information

Voronezh State University, Voronezh, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 42, No. 12, pp. 1213–1222, September 1999.

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Trifonov, A.P., Chernoyarov, O.V. Probability characteristics of the absolute maximum of generalized rayleigh stochastic process. Radiophys Quantum Electron 42, 1070–1079 (1999). https://doi.org/10.1007/BF02677131

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  • DOI: https://doi.org/10.1007/BF02677131

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