Functional limits of empirical distributions in crossing theory
Lindgren, Georg LU
(1977)
In Stochastic Processes and their Applications
5(2).
p.143-149
- Abstract
- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1273155
- author
- Lindgren, Georg
LU
- organization
- publishing date
- 1977
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- functional limit theorem, empirical process, stationary normal process, level crossing
- in
- Stochastic Processes and their Applications
- volume
- 5
- issue
- 2
- pages
- 143 - 149
- publisher
- Elsevier
- external identifiers
-
- scopus:0342510988
- ISSN
- 1879-209X
- language
- English
- LU publication?
- yes
- id
- 100eca99-21ff-44a2-abd7-c70a0ec4f979 (old id 1273155)
- alternative location
- http://ida.lub.lu.se/cgi-bin/elsevier_local?YMT00110-A-03044149-V0005I02-77900254
- date added to LUP
- 2016-04-01 17:02:48
- date last changed
- 2021-08-29 03:28:23
@article{100eca99-21ff-44a2-abd7-c70a0ec4f979,
abstract = {{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.}},
author = {{Lindgren, Georg}},
issn = {{1879-209X}},
keywords = {{functional limit theorem; empirical process; stationary normal process; level crossing}},
language = {{eng}},
number = {{2}},
pages = {{143--149}},
publisher = {{Elsevier}},
series = {{Stochastic Processes and their Applications}},
title = {{Functional limits of empirical distributions in crossing theory}},
url = {{http://ida.lub.lu.se/cgi-bin/elsevier_local?YMT00110-A-03044149-V0005I02-77900254}},
volume = {{5}},
year = {{1977}},
}