On the sequence of partial maxima of some random sequences
Let {Xn, n [greater-or-equal, slanted] 1} be a sequence of identically distributed random variables, Zn = max {X1,..., Xn} and {un, n [greater-or-equal, slanted] 1 } an increasing sequence of real numbers. Under certain additional requirements, necessary and sufficient conditions are given to have, with probability one, an infinite number of crossings of {Zn} with respect to {un}, in two cases: (1) The Xn's are independent, (2) {Xn} is stationary Gaussian and satisfies a mixing condition.
Year of publication: |
1984
|
---|---|
Authors: | Ortega, Joaquín ; Wschebor, Mario |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 16.1984, 1, p. 85-98
|
Publisher: |
Elsevier |
Keywords: | independent sequences crossings stationary Gaussian sequences partial maxima moving barriers |
Saved in:
Saved in favorites
Similar items by person
-
Non-linear functionals of the Brownian bridge and some applications
Berzin-Joseph, Corinne, (2001)
-
On the size of the increments of nonstationary Gaussian processes
Ortega, Joaquín, (1984)
-
On crossing of Gaussian fields
Wschebor, Mario, (1983)
- More ...