Almost sure limiting behaviour of first crossing points of Gaussian sequences

DOI10.1016/0304-4149(79)90006-1MaRDI QIDQ1254777zbMATH OpenOpenAlexWikidataFDO

Authors J. 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)

Cites work

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

Cited in

(5)

• 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
• The law of the iterated logarithm for the last exit time of independent random sequences
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

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