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On the Excursion Random Measure of Stationary Processes
Tailen Hsing
M. R. Leadbetter
出版
Department of Statistics, Texas A & M University
, 1992
URL
http://books.google.com.hk/books?id=2Yx0tgEACAAJ&hl=&source=gbs_api
註釋
The excursion random measure of a stationary process is a random measure on (-∞, ∞) x (0, ∞), which records the extent of excursions of high levels by the process. The excursion random measure, under very general conditions, is asymptotically infinitely divisible and satisfies certain conditions of stability and independent increments. A number of examples, including stable and Gaussian processes, are considered, illustrating the results.
