High level sojourns for strongly dependent Gaussian processes

DOI10.1007/BF00533641MaRDI QIDQ3854370zbMATH OpenOpenAlexFDO

Authors Simeon M. Berman

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00533641

zbMATH Keywords

hermite expansion sojourn timehermite polynomialsregular varying functionstationary Gaussian process

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Gaussian processes (60G15)

Cites work

• A compound Poisson limit for stationary sums, and sojourns of Gaussian processes
• A representation for self-similar processes
• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Limit distributions for the maxima of stationary Gaussian processes
• Maxima and High Level Excursions of Stationary Gaussian Processes
• Some Limit Theorems for Random Functions. II
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(20)

• Gaussian stochastic processes
• Some sojourn time problems for 2-dimensional Gaussian processes
• Limit distributions of characteristics of exceeding a level by a Gaussian field
• Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency
• Local times of stochastic processes with positive definite bivariate densities
• Reduction conditions for geometric-type functions of homogeneous isotropic random gamma-correlation fields. I
• Normal approximation of a functional of a Gaussian field
• Spherical level-crossing measures for chi-square random fields
• Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
• Some sojourn time problems for strongly dependent Gaussian processes
• Some limit theorems for sojourn times of strongly dependent Gaussian processes
• Sojourns of vector Gaussian processes inside and outside spheres
• Sojourn functionals for spatiotemporal Gaussian random fields with long memory
• Numerical computation of the Rosenblatt distribution and applications
• High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence
• Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
• Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
• Self-similar random fields
• Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields

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