Accession Number : ADA192838
Title : On the Exeedance Random Measures for Stationary Processes.
Descriptive Note : Rept. for Sep 87-Aug 88,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
Personal Author(s) : Leadbetter, M R
PDF Url : ADA192838
Report Date : Nov 1987
Pagination or Media Count : 27
Abstract : Two common approaches to extremal theory for stationary processes involve (a) consideration of point processes of upcrossings of high levels and (b) use of the total exceedance time above such levels. The approach (a) yields a greater variety of interesting results regarding the global and local maxima, but requires more by way of regularity conditions on the sample paths, than does the approach (b). This work combines both approaches by consideration of the exceedance random measure thereby obtaining general results under weak conditions on the sample functions. These include previously known results in the case where more sample function regularity is assumed.
Descriptors : *STATISTICAL PROCESSES, *STATIONARY, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE