The maximum of the Gaussian 1/f^(α)-noise in the case α<1
classification
🧮 math.PR
keywords
alphagaussianmaximumnoiseappropriatelycaseconvergesdistribution
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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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