Accession Number : AD0781728

Title :   Weak Convergence of High Level Exceedances by a Stationary Sequence,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Leadbetter,M. R.

Report Date : JUN 1974

Pagination or Media Count : 12

Abstract : In the paper the author considers a stationary sequence ((xi sub n):n = 1, 2 ... ) satisfying weak dependence restrictions. For each n the point process (N sub n) is defined to consist of the exceedances of a certain level (u sub n) (i.e. the instants j for which (xi sub j) > (u sub n). It is shown that the point processes (N sub n) converge weakly (as random elements of the natural metric space to which they belong) to a Poisson process.

Descriptors :   *Statistical processes, Poisson density functions, Convergence, Measure theory, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE