On extremes and streams of upcrossings

J. M. P. Albin

Stochastic Processes and their Applications, 2001, vol. 94, issue 2, 271-300

Abstract: We study relations between P{supt[set membership, variant][0,h] [xi](t)>u} and for a stationary process [xi](t). Applications include Markov jump processes, [alpha]-stable processes, and quadratic functionals of Gaussian processes.

Keywords: Extrema; Upcrossing; Jump; process; Stable; process; Gaussian; process (search for similar items in EconPapers)
Date: 2001
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