Asymptotics of Sojourn Time of Gaussian Processes



Asymptotics of Sojourn Time of Gaussian Processes

报告人:  Xiaofan Peng


时间: 2017627日下午2:30

地点: 数学科学学院第四报告厅


S. Berman has obtained in a serious of papers numerous results on the asymptotic behavior as  of probability  where the sojourn time  is defined for some tractable separable random process. In the particular case that, then the results reduce to the tail asymptotics of  and  is a suitable normalizing function. In this contribution we derive under some regularity conditions on the centered Gaussian process X the asymptotics of, where, and denotes the counting measure on. As a by-product we derive the Berman representation of the classical Pickands constant.

南开大学 | 陈省身数学研究所 | 组合数学研究中心| 统计研究院
版权所有 南开大学数学科学学院 | 地址:天津市卫津路94号 | 邮编:300071| 电话:022-23504717