Almost sure limiting behaviour of first crossing points of Gaussian sequences

DOI10.1016/0304-4149(79)90006-1zbMath0399.60031OpenAlexW2050929548WikidataQ126851713 ScholiaQ126851713MaRDI QIDQ1254777

Juerg Hüsler

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(79)90006-1

zbMATH Keywords

Law of Iterated LogarithmAlmost Sure StabilityStationary Gaussian Sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ The law of the iterated logarithm for the last exit time of independent random sequences ⋮ The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables ⋮ Gaussian stochastic processes ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences

Cites Work

• Limit distributions for the maxima of stationary Gaussian processes
• On limit distributions of first crossing points of Gaussian sequences
• Limiting behavior of maxima in stationary Gaussian sequences
• A Law of Iterated Logarithm for Stationary Gaussian Processes
• Maxima of stationary Gaussian processes
• An iterated logarithm law for the maximum in a stationary gaussian sequence
• Limit Theorems for the Maximum Term in Stationary Sequences

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