On multiple-level excursions by stationary processes with deterministic peaks

Stochastic Processes and their Applications

Volumn 71, Issue 1, 1997, Pages 11-32

  Hsing, Tailen ^a   Leadbetter, M R ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031592044     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00054-9     Document Type: Article

References (8)

1. Cramér, H., Leadbetter, M.R., 1967. Stationary and Related Stochastic Processes. Wiley, New York.
2. Hsing, T., Leadbetter, M.R., On the excursion random measure for stationary process. Preprint.
3. Ibragimov, I., Rozanov, Yu.A., 1978. Gaussian Random Processes. Springer, New York.
4. Kallenberg, O., 1983. Random Measures, Academic Press, New York.
5. Leadbetter, M.R., Hsing, T., 1990. Limit theorems for strongly mixing stationary random measures. Stoch. Process Appl. 36, 231-243.
6. Leadbetter, M.R., Lindgren, G., Rootzén, H., 1983. Extremes and Related Properties of Random Sequences and Processes. Springer, New York.
7. Nandagopalan, S., Leadbetter, M.R., Hüsler, J., 1992. Limit theorems for nonstationary strongly mixing vector random measures. Center for Stochastic Processes Technical Report No. 377.
8. Volkonski, V.A., Rozanov, Yu.A., 1959. Some limit theorem for random functions I, Theory Probab. Appl. 4, 178-197.