Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables
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Publication:750001
DOI10.1214/aop/1176990854zbMath0713.60047OpenAlexW2035761286MaRDI QIDQ750001
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990854
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items (7)
Remarks on compound Poisson approximation of Gaussian random sequences ⋮ Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences ⋮ Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process ⋮ Approximations and inequalities for moving sums ⋮ Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences ⋮ Maximum of the membrane model on regular trees ⋮ Variable Window Scan Statistics for Normal Data
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