Browsing ORIE Technical Reports by Subject "bounded variation"

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Distribution of the supremum location of stationary processes

Samorodnitsky, Gennady; Shen, Yi (2011-10-07)

The location of the unique supremum of a stationary process on an interval does not need to be uniformly distributed over that interval. We describe all possible distributions of the supremum location for a broad class ...
Is the location of the supremum of a stationary process nearly uniformly distributed?'

Samorodnitsky, Gennady; Shen, Yi (2011-10-07)

It is, perhaps, surprising that the location of the unique supremum of a stationary process on an interval can fail to be uniformly distributed over that interval. We show that this distribution is absolutely continuous ...