Sojourns of stationary processes in rare sets

DOI10.1214/aop/1176993436zbMath0562.60043OpenAlexW2083359864MaRDI QIDQ1056990

Simeon M. Berman

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993436

zbMATH Keywords

extreme valuesasymptotic behavioursojourn timemixing conditionlocal sojourn theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Diffusion processes (60J60)

Related Items (7)

Extrema of a Gaussian random field: Berman's sojourn time method ⋮ Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes ⋮ Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space ⋮ A sojourn limit theorem for gaussian processes with increasing variance ⋮ Sojourns of vector Gaussian processes inside and outside spheres ⋮ On the excursion random measure of stationary processes ⋮ Limiting distribution of sums of nonnegative stationary random variables

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