Limit theorems for supremum of Gaussian processes over a random interval

doi:10.1007/s11766-018-3438-7

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	Limit theorems for supremum of Gaussian processes over a random interval
	Lin Fu-ming 1,2; Peng Zuo-xiang 3
刊名	APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B
	2018-09
卷号	33 期号:3 页码:335-343
关键词	stationary Gaussian process supremum of a process regularly varying functions random intervals 60G15 60G70
ISSN号	1005-1031
DOI	10.1007/s11766-018-3438-7
英文摘要	Let {X(t), t 0} be a centered stationary Gaussian process with correlation r(t) such that 1 - r(t) is asymptotic to a regularly varying function. With T being a nonnegative random variable and independent of X(t), the exact asymptotics of P(sup(t)[0,T] X(t) > x) is considered, as x -> infinity.
WOS研究方向	Mathematics
语种	英语
出版者	ZHEJIANG UNIV, EDITORIAL COMMITTEE APPLIED MATHEMATICS
WOS记录号	WOS:000444084300007
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/532]
专题	上海财经大学
通讯作者	Lin Fu-ming
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 2.Sichuan Univ Sci & Engn, Sch Math & Stat, Zigong 643000, Peoples R China; 3.Southwestern Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
推荐引用方式 GB/T 7714	Lin Fu-ming,Peng Zuo-xiang. Limit theorems for supremum of Gaussian processes over a random interval[J]. APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B,2018,33(3):335-343.
APA	Lin Fu-ming,&Peng Zuo-xiang.(2018).Limit theorems for supremum of Gaussian processes over a random interval.APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B,33(3),335-343.
MLA	Lin Fu-ming,et al."Limit theorems for supremum of Gaussian processes over a random interval".APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B 33.3(2018):335-343.