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:

MARC

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050 4 |a QA276.A12  |b T4 no.182 
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100 1 |a Hsing, Tailen,  |d 1955-  |e author. 
245 1 0 |a On the excursion random measure of stationary processes /  |c by Tailen Hsing, M.R. Leadbetter. 
264 1 |a College Station, Texas :  |b Department of Statistics, Texas A & M University,  |c 1992. 
300 |a 42 pages ;  |c 28 cm 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
490 1 |a Technical report ;  |v no. 182 
504 |a Includes bibliographical references (pages 41-42). 
520 |a 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. 
536 |a Research supported by NSF Grant No.  |c 9107507 
536 |a AFOSR Contract No.  |b 91 0030 
536 |a ARO Grant No.  |c DAALO3-91-G-0176 
650 0 |a Stationary processes. 
650 0 |a Random measures. 
650 0 |a Central limit theorem. 
650 0 |a Limit theorems (Probability theory) 
650 0 |a Asymptotic distribution (Probability theory) 
650 0 |a Gaussian processes. 
650 0 |a Extreme value theory. 
650 0 |a Stationary sequences (Mathematics) 
650 0 |a Mathematical statistics. 
650 7 |a Probability theory and stochastic processes  |x Limit theorems  |x Central limit and other weak theorems.  |2 msc 
700 1 |a Leadbetter, M. R.,  |e author. 
710 2 |a Texas A & M University.  |b Department of Statistics,  |e issuing body. 
710 1 |a United States.  |b Air Force.  |b Office of Scientific Research,  |e sponsoring body. 
710 1 |a United States.  |b Army Research Office,  |e sponsoring body. 
710 2 |a National Science Foundation (U.S.),  |e sponsoring body. 
830 0 |a Technical report (Texas A & M University. Department of Statistics) ;  |v no. 182. 
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952 f f |p noncirc  |a Texas A&M University  |b College Station  |c Cushing Memorial Library & Archives  |d Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)  |t 0  |e QA276.A12 T4 no.182  |h Library of Congress classification  |i unmediated -- volume 
998 f f |a QA276.A12 T4 no.182  |t 0  |l Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)