LIMIT-THEOREMS FOR MAXIMA AND CROSSINGS OF A SEQUENCE OF GAUSSIAN-PROCESSES AND APPROXIMATION OF RANDOM-PROCESSES

被引：13

作者：

SELEZNJEV, OV ^{[1
]}

机构：

[1] UNIV LUND,DEPT MATH STAT,S-22101 LUND,SWEDEN

来源：

JOURNAL OF APPLIED PROBABILITY | 1991年 / 28卷 / 01期

关键词：

MAXIMUM OF GAUSSIAN PROCESS; POINT PROCESS;

D O I：

10.2307/3214737

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the limit distribution of maxima and point processes, connected with crossings of an increasing level, for a sequence of Gaussian stationary processes. As an application we investigate the limit distribution of the error of approximation of Gaussian stationary periodic processes by random trigonometric polynomials in the uniform metric.

引用

页码：17 / 32

页数：16

共 16 条

[1]

ADLER RJ, 1989, INTRO CONTINUITY EXT

[2]

BELYAEV JK, 1977, RANDOM PROCESSES FIE, P9

[3] SAMPLE FUNCTIONS OF GAUSSIAN PROCESS [J].