Consider a stationary Gaussian process with [FORMULA OMITTED] where 0 [FORMULA OMITTED], and let 0 [FORMULA OMITTED]. It is shown that to locate the maximum of [FORMULA OMITTED] for large N with probability r, roughly – rN log a /log log N observations at sequentially determined locations are both sufficient and necessary.
ASJC Scopus subject areas
- Computer Science Applications
- Information Systems
- Library and Information Sciences
- Electrical and Electronic Engineering