On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (Q1424455)
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scientific article; zbMATH DE number 2055320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. |
scientific article; zbMATH DE number 2055320 |
Statements
On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (English)
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14 March 2004
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Ergodic diffusion process
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\(H\)-diffusions
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Extreme value theory
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Point measures of \(\varepsilon\)-upcrossings
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Poisson point measure
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