NOTE ON ASYMPTOTIC INDEPENDENCE OF HIGH-LEVEL CROSSINGS FOR DEPENDENT GAUSSIAN PROCESSES

被引：10

作者：

LINDGREN, G ^{[1
]}

机构：

[1] UNIV LUND,DEPT MATH STATISTICS,POB 725,S-22007 LUND 7,SWEDEN

来源：

ANNALS OF PROBABILITY | 1974年 / 2卷 / 03期

关键词：

D O I：

10.1214/aop/1176996672

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：535 / 539

页数：5

共 50 条

[1] ASYMPTOTIC INDEPENDENCE OF NUMBERS OF HIGH AND LOW LEVEL CROSSINGS OF STATIONARY GAUSSIAN PROCESSES
BERMAN, SM
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03): : 927 - +
[2] WEAK CONVERGENCE OF HIGH-LEVEL CROSSINGS AND MAXIMA FOR ONE OR MORE GAUSSIAN PROCESSES
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ROOTZEN, H
[J]. ANNALS OF PROBABILITY, 1975, 3 (06): : 961 - 978
[3] HIGH-LEVEL SOJOURNS FOR STRONGLY DEPENDENT GAUSSIAN-PROCESSES
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[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 50 (02): : 223 - 236
[4] Composition and Independence of High-Level Net Processes
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[6] HIGH-LEVEL OCCUPATION TIMES FOR CONTINUOUS GAUSSIAN PROCESSES
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[J]. ANNALS OF PROBABILITY, 1973, 1 (03): : 388 - 397
[7] Level crossings and other level functionals of stationary Gaussian processes
Krat, Marie F.
[J]. PROBABILITY SURVEYS, 2006, 3 : 230 - 288
[8] ASYMPTOTIC NORMALITY OF NUMBER OF CROSSINGS OF LEVEL ZERO BY A GAUSSIAN PROCESS
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[J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (02): : 287 - &
[9] ASYMPTOTIC DISTRIBUTIONS OF CHARACTERISTICS OF HIGH-LEVEL OVERSHOOTS OF A HOMOGENEOUS GAUSSIAN RANDOM FIELD
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[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1988, 32 (04) : 659 - 669
[10] LEVEL-CROSSINGS OF GENERALIZED GAUSSIAN RANDOM-PROCESSES
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[J]. AEU-ARCHIV FUR ELEKTRONIK UND UBERTRAGUNGSTECHNIK-INTERNATIONAL JOURNAL OF ELECTRONICS AND COMMUNICATIONS, 1989, 43 (05): : 271 - 277

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