Asymptotics of Sojourn Time of Gaussian Processes

2017-06-27

学术报告


Asymptotics of Sojourn Time of Gaussian Processes


报告人:  Xiaofan Peng


(成都电子科技大学)


时间: 2017627日下午2:30


地点: 数学科学学院第四报告厅


摘要


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.



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