Functional limits of empirical distributions in crossing theory

• We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gaussian process. This leads to the well-known Slepian model process for a Gaussian process after an upcrossing of a prescribed level as a weak limit in C-space for an empirically defined finite set of functions.We also stress the importance of choosing a suitable topology by giving some natural examples of continuous and non-continuous functionals.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

functional limit theorem

empirical process

stationary normal process

level crossing

Publikations- och innehållstyp

art (ämneskategori)

ref (ämneskategori)