On limit distributions of first crossing points of Gaussian sequences

DOI10.1016/0304-4149(77)90018-7zbMATH Open0369.60028OpenAlexW2061606363MaRDI QIDQ1243947FDOQ1243947

Authors: J. Hüsler 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0304-4149(77)90018-7

Mathematics Subject Classification ID

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

Cites Work

• Limit distributions for the maxima of stationary Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences

Cited In (7)

• The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables
• On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
• Gaussian stochastic processes
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
• Asymptotic approximation of crossing probabilities of random sequences
• Almost sure limiting behaviour of first crossing points of Gaussian sequences
• Limit distribution of the last exit time for stationary random sequences

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