关于高斯过程在慢增长线性边界上的末出时刻分布
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
摘要:
对于一类平稳高斯过程,证明了在慢增长线性边界上标度末次退出时间分布收敛的一个极限定理。极限是双指数(Gumbel)分布。
英文摘要:
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
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