Almost sure limiting behaviour of first crossing points of Gaussian sequences

Jürg Hüsler

Stochastic Processes and their Applications, 1979, vol. 8, issue 3, 315-321

Abstract: Let {Kk,k[set membership, variant]Z} be a stationary, normalized Gaussian sequence and define [tau][beta]=min(k:Xk>-[beta]k} the first crossing point of the Gaussian sequence with the moving boundary -[beta]t. For [beta]-->0 we discuss in this paper the a.s. stability, the a.s. relative ability of [tau][beta] and an iterated logarithm law for [tau][beta], depending on the correlation function.

Keywords: stationary; Gaussian; sequences; a.s.; relative; stability; a.s.; stability; law; of; iterated; logarithm (search for similar items in EconPapers)
Date: 1979
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(79)90006-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:8:y:1979:i:3:p:315-321

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().