The analysis of indexed astronomical time series – XI. The statistics of oversampled white noise periodograms

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dc.contributor.authorKoen, Chris
dc.date.accessioned2015-12-14T09:40:40Z
dc.date.available2015-12-14T09:40:40Z
dc.date.issued2015
dc.description.abstractThe distribution of the maxima of periodograms is considered in the case where the time series is made up of regularly sampled, uncorrelated Gaussians. It is pointed out that if there is no oversampling, then for large data sets, the known distribution of maxima tends to a oneparameter Gumbel distribution. Simulations are used to demonstrate that for oversampling by large factors, a two-parameter Gumbel distribution provides a highly accurate representation of the simulation results. As the oversampling approaches the continuous limit, the twoparameter Gumbel distribution takes on a simple form which depends only on the logarithm of the number of data. Subsidiary results are the autocorrelation function of the oversampled periodogram; expressions for the accuracy of simulated percentiles; and the relation between percentiles of the periodogram and the amplitude spectrum.en_US
dc.description.accreditationWeb of Scienceen_US
dc.identifier.citationKoen, C. (2015). The analysis of indexed astronomical time series – XI. The statistics of oversampled white noise periodograms. Monthly Notices of the Royal Astronomical Society, 449(1): 1098-1105.en_US
dc.identifier.issn0035-8711
dc.identifier.urihttp://hdl.handle.net/10566/2022
dc.language.isoenen_US
dc.privacy.showsubmitterfalse
dc.publisherOxford University Pressen_US
dc.source.urihttp://dx.doi.org/10.1093/mnras/stv288
dc.status.ispeerreviewedtrue
dc.subjectAstronomyen_US
dc.subjectGaussiansen_US
dc.subjectGumbel distributionen_US
dc.subjectPeriodogramsen_US
dc.subjectStatisticsen_US
dc.subjectLarge data setsen_US
dc.titleThe analysis of indexed astronomical time series – XI. The statistics of oversampled white noise periodogramsen_US
dc.typeArticleen_US

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Prof. Chris Koen