SOJOURNS OF STATIONARY-PROCESSES IN RARE SETS

被引:10
作者
BERMAN, SM
机构
关键词
D O I
10.1214/aop/1176993436
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
收藏
页码:847 / 866
页数:20
相关论文
共 8 条
[1]   SOJOURNS AND EXTREMES OF STATIONARY-PROCESSES [J].
BERMAN, SM .
ANNALS OF PROBABILITY, 1982, 10 (01) :1-46
[3]   SOJOURNS AND EXTREMES OF A DIFFUSION PROCESS ON A FIXED-INTERVAL [J].
BERMAN, SM .
ADVANCES IN APPLIED PROBABILITY, 1982, 14 (04) :811-832
[4]   A COMPOUND POISSON LIMIT FOR STATIONARY SUMS, AND SOJOURNS OF GAUSSIAN-PROCESSES [J].
BERMAN, SM .
ANNALS OF PROBABILITY, 1980, 8 (03) :511-538
[5]   HIGH-LEVEL SOJOURNS OF A DIFFUSION PROCESS ON A LONG INTERVAL [J].
BERMAN, SM .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1983, 62 (02) :185-199
[6]  
BERMAN SM, 1982, UNPUB STOCHASTIC PRO
[7]  
LEADBETTER MR, 1983, EXTREMAL RELATED PRO
[8]   A USEFUL CONVERGENCE THEOREM FOR PROBABILITY DISTRIBUTIONS [J].
SCHEFFE, H .
ANNALS OF MATHEMATICAL STATISTICS, 1947, 18 (03) :434-438