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On the excursion random measure of stationary processes /

The excursion random measure of a stationary process is a random measure on $(- infty, infty) x (0, infty)$, which records the extent of excursions of high levels by the process. The excursion random measure, under very general conditions, is asymptotically infinitely divisible and satisfies certa...

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Bibliographic Details
Main Authors: Hsing, Tailen, 1955- (Author), Leadbetter, M. R. (Author)
Corporate Authors: United States. Air Force. Office of Scientific Research (sponsoring body.), United States. Army Research Office (sponsoring body.), National Science Foundation (U.S.) (sponsoring body.)
Format: Book
Language:English
Published: College Station, Texas : Department of Statistics, Texas A & M University, 1992.
Series:Technical report (Texas A & M University. Department of Statistics) ; no. 182.
Subjects:
Stationary processes.
Random measures.
Central limit theorem.
Limit theorems (Probability theory)
Asymptotic distribution (Probability theory)
Gaussian processes.
Extreme value theory.
Stationary sequences (Mathematics)
Mathematical statistics.
Probability theory and stochastic processes > Limit theorems > Central limit and other weak theorems.
Description
Summary:The excursion random measure of a stationary process is a random measure on $(- infty, infty) x (0, infty)$, which records the extent of excursions of high levels by the process. The excursion random measure, under very general conditions, is asymptotically infinitely divisible and satisfies certain conditions of stability and independent increments. A number of examples, including stable and Gaussian processes, are considered, illustrating the results.
Physical Description:42 pages ; 28 cm
Bibliography:Includes bibliographical references (pages 41-42).