A law of large numbers for upcrossing measures

DOI10.1016/0304-4149(94)00002-6zbMATH Open0813.60032OpenAlexW2027805078MaRDI QIDQ1343583FDOQ1343583

Authors: Michael Scheutzow 

Publication date: 30 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00002-6

Recommendations

• The law of large numbers for \(U\)-statistics under absolute regularity
• scientific article; zbMATH DE number 4076161
• scientific article; zbMATH DE number 3860062
• Laws of large numbers for \(L\)-statistics
• Law of large numbers for non-additive measures
• scientific article; zbMATH DE number 2099393
• A law of large numbers for exchangeable random variables on nonadditive measures
• Laws of Large Numbers for Pairwise Independent Uniformly Integrable Random Variables

zbMATH Keywords

local martingalesfatigue analysisupcrossingsrainflow counting

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random measures (60G57)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generation of random processes for fatigue testing
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rain-Flow-Cycle Distribution for Ergodic Load Processes
• Extremes, rainflow cycles and damage functionals in continuous random processes
• Brownian excursions, trees and measure-valued branching processes
• The two-barrier problem for continuously differentiable processes

Cited In (5)

• Extrapolation of rainflow matrices
• On point measures of \(\varepsilon\)-upcrossings for stationary diffusions.
• Rice formula for processes with jumps and applications
• Extremes, rainflow cycles and damage functionals in continuous random processes
• Rainflow Cycles for Switching Processes with Markov Structure

This page was built for publication: A law of large numbers for upcrossing measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1343583)