Weak Convergence of High Level Crossings and Maxima for Stationary Gaussian Processes with Strong Dependence
  
Key Words: strong dependence   high level crossings   cox processes.  
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Author NameAffiliation
Wang Xiaoming Dalian Naval Academy
Dalian 116013 
Wang Xuebiao Northeast University of Finance and Economics
Dalian 116010 
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Abstract:
      Let {ξ(t),t≥0} be a stationary Gaussian process with covariance function R(t) statisfying R(t) logt→ γ>0 as t→∞ and R(t)=1-c|t|αα+o(|t| α) as t→0 where 0<α≤2 and c>0 . In this paper, we establish the limit theorems of the point process of ε-upcrossings of one or more high levels by {ξ(t),t≥0} , and we obtain the limiting distributions of maxima and the joint asymptotic distributions of several local ε-maximas.
Citation:
DOI:10.3770/j.issn:1000-341X.1998.03.022
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