The harmonic mean formula for random processes

DOI10.1080/07362994.2022.2055574zbMath1516.60020arXiv2106.11707OpenAlexW3176724022WikidataQ113851028 ScholiaQ113851028MaRDI QIDQ6046013

Enkelejd Hashorva, Georgiy M. Shevchenko, Krzysztof Bisewski

Publication date: 15 May 2023

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

Full work available at URL: https://arxiv.org/abs/2106.11707

zbMATH Keywords

occupation time sojourn time Pickands constants stochastic continuity harmonic mean formula continuity of distribution of supremum

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) General theory of stochastic processes (60G07) Sample path properties (60G17)

Related Items (1)

Tail measures and regular variation

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