Some sojourn time problems for 2-dimensional Gaussian processes

DOI10.1016/0047-259X(86)90058-8MaRDI QIDQ1076416zbMATH OpenFDO

Authors M. Maejima

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Rosenblatt processstationary Gaussian processoccupation time measure

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Gaussian processes (60G15) Stationary stochastic processes (60G10)

Recommendations

• scientific article; zbMATH DE number 3953965
• scientific article; zbMATH DE number 844371
• Functional limit theorem for occupation times of Gaussian processes -- non-critical case
• Sojourns of vector Gaussian processes inside and outside spheres
• Sojourn in an elliptical domain

Cites work

• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3278469 (Why is no real title available?)
• scientific article; zbMATH DE number 3083637 (Why is no real title available?)
• Convergence of integrated processes of arbitrary Hermite rank
• High level sojourns for strongly dependent Gaussian processes
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Non-central limit theorems for non-linear functional of Gaussian fields
• Some limit theorems for sojourn times of strongly dependent Gaussian processes
• Some sojourn time problems for strongly dependent Gaussian processes
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(8)

• scientific article; zbMATH DE number 3953965 (Why is no real title available?)
• Sojourn measures of Student and Fisher-Snedecor random fields
• Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
• Sojourn in an elliptical domain
• Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields
• scientific article; zbMATH DE number 844371 (Why is no real title available?)
• Sojourn Times in a Cone for a Class of vector Gaussian Processes
• scientific article; zbMATH DE number 1895078 (Why is no real title available?)

This page was built for publication: Some sojourn time problems for 2-dimensional Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1076416)