A sojourn limit theorem for gaussian processes with increasing variance

DOI10.1080/17442508408833324zbMath0559.60038OpenAlexW2152255693WikidataQ126242753 ScholiaQ126242753MaRDI QIDQ5185787

Simeon M. Berman

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833324

zbMATH Keywords

sojourn limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (3)

Sojourns above a high level for a gaussian process with a point of maximum variance ⋮ Extrema of a Gaussian random field: Berman's sojourn time method ⋮ The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems

Cites Work

• Sojourns of stationary processes in rare sets
• A Useful Convergence Theorem for Probability Distributions

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