Some limit theorems for sojourn times of strongly dependent Gaussian processes

DOI10.1007/BF00535720zbMath0468.60038MaRDI QIDQ3921905

Makoto Maejima

Publication date: 1982

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

zbMATH Keywords

limit theorems for weighted integralssojourn functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17)

Related Items

Some sojourn time problems for 2-dimensional Gaussian processes ⋮ On moduli of continuity for local times of Gaussian processes ⋮ Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency ⋮ Reduction conditions for geometric-type functions of homogeneous isotropic random gamma-correlation fields. I ⋮ Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields ⋮ Normal approximation of a functional of a Gaussian field

Cites Work

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