EXTREME VALUES OF THE CYCLOSTATIONARY GAUSSIAN RANDOM PROCESS

In this paper the class of cyclostationary Gaussian random processes is studied. Basic asymptotics are given for the class of Gaussian processes that are centered and differentiable in mean square. Then, under certain conditions on the non-degeneration of the centered cyclostationary Gaussian process with integrable covariance functions, the Gnedenko-type limit formula [GRAPHICS] is established for l(T) = O(square-root [ln T]) and all x > 0.