HIGH-LEVEL SOJOURNS OF A DIFFUSION PROCESS ON A LONG INTERVAL

被引:6
作者
BERMAN, SM
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1983年 / 62卷 / 02期
关键词
D O I
10.1007/BF00538796
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
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页码:185 / 199
页数:15
相关论文
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[3]   A COMPOUND POISSON LIMIT FOR STATIONARY SUMS, AND SOJOURNS OF GAUSSIAN-PROCESSES [J].
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