Abstract
Let {X(t),t≥0} be a nonstationary strongly dependent Gaussian process. Under some conditions related to the correlation function of the Gaussian process, the point processes formed by the upcrossings of level u by {X(t),t≥0} converge weakly to a Poisson process N with random intensity, as u→∞.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.