Asymptotic approximation of crossing probabilities of random sequences
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Publication:3957714
DOI10.1007/BF00538965zbMath0494.60042MaRDI QIDQ3957714
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (15)
Extremal clustering in non-stationary random sequences ⋮ Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences ⋮ Limit results for maxima in non-stationary multivariate Gaussian sequences ⋮ Approximating boundary crosing probabilities with applications to sequential tests ⋮ Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation ⋮ Point processes of non stationary sequences generated by sequential and random dynamical systems ⋮ Limit distribution of the sum and maximum from multivariate Gaussian sequences ⋮ Extreme Value Laws for sequences of intermittent maps ⋮ Extremes of Gaussian processes, on results of Piterbarg and Seleznjev ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Limit theorem for maximum of the storage process with fractional Brownian motion as input ⋮ Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences ⋮ Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes ⋮ On the extremal behavior of a nonstationary normal random field ⋮ Limit distributions for point processes of exceedances of random levels
Cites Work
- Limit distributions for the maxima of stationary Gaussian processes
- On limit distributions of first crossing points of Gaussian sequences
- Conditions for the convergence in distribution of maxima of stationary normal processes
- Limit distribution of the last exit time for stationary random sequences
- On extreme values in stationary sequences
- Limit Theorems for the Maximum Term in Stationary Sequences
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