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- W2313235620 abstract "Let {ε t , t = 1, 2, ···, n } be a sequence of mutually independent standard normal random variables. Let X n (λ) and Y n (λ) be respectively the real and imaginary parts of exp i λ t , and let . It is shown that as n tends to∞, the distribution functions of the normalized maxima of the processes { X n (λ)}, ( Y n (λ)}, { I n (λ)} over the interval λ∈ [0,π] each converge to the extremal distribution function exp [–e – x ], —∞ < x <∞. It is also shown that these results can be extended to the case where {ε t } is a stationary Gaussian sequence with a moving-average representation." @default.
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- W2313235620 date "1984-12-01" @default.
- W2313235620 modified "2023-09-25" @default.
- W2313235620 title "On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients" @default.
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- W2313235620 doi "https://doi.org/10.2307/1427342" @default.
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