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On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process
Theory of Probability and Its Applications ( IF 0.6 ) Pub Date : 2021-11-02 , DOI: 10.1137/s0040585x97t990435 N. A. Karagodin , M. A. Lifshits
Theory of Probability and Its Applications ( IF 0.6 ) Pub Date : 2021-11-02 , DOI: 10.1137/s0040585x97t990435 N. A. Karagodin , M. A. Lifshits
Theory of Probability &Its Applications, Volume 66, Issue 3, Page 337-347, January 2021.
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
中文翻译：
关于高斯过程的最后退出时间在缓慢增长的线性边界上的分布
Theory of Probability & Its Applications，第 66 卷，第 3 期，第 337-347 页，2021 年 1 月。
对于一类高斯平稳过程，我们证明了缩放最后退出时间分布在缓慢增长的线性上的收敛性的极限定理边界。极限是双指数 (Gumbel) 分布。
更新日期：2021-11-09
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
中文翻译：
关于高斯过程的最后退出时间在缓慢增长的线性边界上的分布
Theory of Probability & Its Applications，第 66 卷，第 3 期，第 337-347 页，2021 年 1 月。
对于一类高斯平稳过程，我们证明了缩放最后退出时间分布在缓慢增长的线性上的收敛性的极限定理边界。极限是双指数 (Gumbel) 分布。
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