A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process

DOI10.37190/0208-4147.00043OpenAlexW3204128329MaRDI QIDQ5871409

Nikita Karagodin

Publication date: 19 January 2023

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.01046

zbMATH Keywords

Gaussian processlimit theoremlast exit timenonlinear boundarydouble exponential law

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (1)

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

Cites Work

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