Limit distribution of the last exit time for stationary random sequences

DOI10.1007/BF00538894zbMath0415.60037MaRDI QIDQ3051159

Juerg Hüsler

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

limit distributionlast exit time for stationary random sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Limit theorems in probability theory (60F99)

Related Items (3)

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences ⋮ Asymptotic approximation of crossing probabilities of random sequences

Cites Work

• On limit distributions of first crossing points of Gaussian sequences
• The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables
• On extreme values in stationary sequences

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