Strong consistency and CLT for the random decrement estimator

DOI10.1007/s10114-010-8105-8zbMath1206.60024OpenAlexW2068044030MaRDI QIDQ606316

Pierre Bernard, Liang Zhen Lei

Publication date: 17 November 2010

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-010-8105-8

zbMATH Keywords

law of large numberscentral limit theoremrandom decrement estimator

Mathematics Subject Classification ID

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

Cites Work

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• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Large Excursions of Gaussian Processes
• Transient Response of a Dynamic System Under Random Excitation
• On Strong Mixing Conditions for Stationary Gaussian Processes

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