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Functional limits o...
Functional limits of empirical distributions in crossing theory
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- Lindgren, Georg (author)
- Lund University,Lunds universitet,Spatio-Temporal Stochastic Modelling Group,Forskargrupper vid Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 1977
- 1977
- English.
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In: Stochastic Processes and their Applications. - 1879-209X. ; 5:2, s. 143-149
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Abstract
Subject headings
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- 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.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- functional limit theorem
- empirical process
- stationary normal process
- level crossing
Publication and Content Type
- art (subject category)
- ref (subject category)
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