| 平稳过程上穿个数与下穿个数的渐近独立性 |
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| 引用本文： | 王雪标.平稳过程上穿个数与下穿个数的渐近独立性[J].东北师大学报(自然科学版),1991(3). |
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| 作者姓名： | 王雪标 |
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| 作者单位： | 锦州师范学院数学系 |
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| 摘 要： | 文献3]对平稳高斯过程讨论了上穿个数与下穿个数的渐近独立性,本文在某种条件下,将上述工作扩展到平稳过程,从而给出平稳过程局部最大值与局部最小值的联合渐近分布.
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| 关 键 词： | 平稳过程 上穿和下穿 局部最大值与局部最小值 渐近独立性 联合渐近分布 |
ASYMPTOTIC INDEPENDENCE OF THE NUMBERS OF HIGH AND LOW LEVEL CROSSING OF STATIONARY PROCESSES |
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| Wang Xuebiao.ASYMPTOTIC INDEPENDENCE OF THE NUMBERS OF HIGH AND LOW LEVEL CROSSING OF STATIONARY PROCESSES[J].Journal of Northeast Normal University (Natural Science Edition),1991(3). |
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| Authors: | Wang Xuebiao |
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| Institution: | Wang Xuebiao |
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| Abstract: | Asymptotic independence of the numbers of high and low level crossings of stationary Gussian processes were studied by S.M.Berman.In this paper,the above works have been extanded to stationary processes under appropriate conditions.Furthermore,the joint asymptotic distribution of local maximum and local minimum of the processes can be determined. |
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| Keywords: | stationary processes upcrossing and downcrossing local maximum and local minimum asymptoic independence the joint asymptotic distribution |
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