Some sojourn time problems for strongly dependent Gaussian processes

DOI10.1007/BF00533711zbMath0446.60021OpenAlexW1974822761MaRDI QIDQ3891491

Makoto Maejima

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1007/bf00533711

zbMATH Keywords

limiting behaviorsojourn time problemsstrongly dependent Gaussian processes

Mathematics Subject Classification ID

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

Related Items

Some sojourn time problems for 2-dimensional Gaussian processes ⋮ Limit distributions of characteristics of exceeding a level by a Gaussian field ⋮ Spherical level-crossing measures for chi-square random fields ⋮ Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency ⋮ Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields ⋮ Sojourns of vector Gaussian processes inside and outside spheres ⋮ Reduction conditions for geometric-type functions of homogeneous isotropic random gamma-correlation fields. I ⋮ Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields ⋮ Some limit theorems for sojourn times of strongly dependent Gaussian processes ⋮ Self-similar random fields

Cites Work

• High level sojourns for strongly dependent Gaussian processes
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Unnamed Item