Asymptotic normality of high level-large time crossings of a Gaussian process

DOI10.1016/j.spa.2018.05.003zbMath1486.60042arXiv1706.04839OpenAlexW2963574428MaRDI QIDQ2419974

Federico Dalmao, Ernesto Mordecki, Stéphane Mourareau, José Rafael León

Publication date: 4 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04839

zbMATH Keywords

asymptotic behaviorRice formulaBernstein block methoddependent CLThigh-level crossings

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (1)

Testing marginal symmetry of digital noise images through the perimeter of excursion sets

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