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