Gaps between Local Maxima in Sequences of Random Variables
Андрей Михайлович Зубков, Н А Харитонова, Елена Викторовна Хиль · Theory of Probability and Its Applications · 2012
Explicit formulas for the distributions of gaps between successive local maxima in stationary sequences of random variables (independent or dependent ones) are given. Multidimensional asymptotic normality of frequencies of gaps of different lengths is proved. The dependence of distribution of gaps on the structure of random sequence is shown.