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A sojourn limit theorem for gaussian processes with increasing variance

 

作者: Simeon M. Berman,  

 

期刊: Stochastics  （Taylor Available online 1984）
卷期: Volume 13, issue 4  

页码: 281-298

 

ISSN:0090-9491

 

年代: 1984

 

DOI:10.1080/17442508408833324

 

出版商: Gordon and Breach Science Publishers Inc

 

关键词: Gaussian process;sojourn time;Primary G15;Secondary G17

 

数据来源: Taylor

 

摘要:

Let be a real separable, measurable Gaussian process with mean 0 and with . Define. If is continuously differentiable and

 

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