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Distribution of the supremum location of stationary processes

   
@article{EJP2069,
	author = {Gennady Samorodnitsky and Yi Shen},
	title = {Distribution of the supremum location of stationary processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {17},
	year = {2012},
	keywords = {stationary process ; global supremum location ; bounded variation ; strong mixing},
	abstract = {
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 of such stationary processes. We show that, in the strongly mixing case, this distribution does tend to the uniform in a certain sense as the length of the interval increases to infinity.
 
},
	pages = {no. 42, 1-17},
	issn = {1083-6489},
	doi = {10.1214/EJP.v17-2069},    
        url = {http://ejp.ejpecp.org/article/view/2069}}