Title of article :
On extremes and streams of upcrossings
Author/Authors :
Albin، نويسنده , , J.M.P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
We study relations between P{supt∈[0,h] ξ(t)>u} and h limn→∞ 2nP{ξ(0)⩽u<ξ(2−n)}+P{ξ(0)>u} for a stationary process ξ(t). Applications include Markov jump processes, α-stable processes, and quadratic functionals of Gaussian processes.
Keywords :
Jump process , Stable process , Gaussian process , Extrema , Upcrossing
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
