Statistics of extreme values

Let us consider a signal ℓ(t) having a distribution of instantaneous values of probability density p(ℓ) and distribution function P(ℓ). Prob[ℓ<ℓpeak<ℓ+dℓ]= p(ℓ)dℓP(ℓ)= Prob[ℓpeak<ℓ]=∫−∞ℓp(ℓ)dℓhttps://s3-euw1-ap-pe-df-pch-content-public-u.s3.eu-west-1.amazonaws.com/9780367812096/f2fb0756-bff5-4de5-ae2c-be0eacfb3062/content/eq1240.tif"/>