Consider a stationary Gaussian process withEX_{i}X_{j}=a^{|i-j|}where0 < a < 1,nd let0 < r < 1. It is shown that to locate the maximum ofX_{l}, X_{2}, cdots, X_{N}for largeNwith probabilityr, roughly-rN log a/loglog Nobservations at sequentially determined locations are both sufficient and necessary.
Published in:
Information Theory, IEEE Transactions on
(Volume:33
,
Issue:
6
)
Date of Publication:
Nov 1987
- Page(s):
-
877
-
881
- ISSN :
-
0018-9448
- Digital Object Identifier :
-
10.1109/TIT.1987.1057378
- Product Type:
-
Journals & Magazines
- Date of Current Version :
-
06 January 2003
- Issue Date :
-
Nov 1987
- Sponsored by :
-
IEEE Information Theory Society