Limit theorem for high level A-upcrossings by χ-field

Authors

  • Siniša Stamatović University of Montenegro, Department of Mathematics and Computer Science, Podgorica, Serbia and Montenegro Author
  • Biljana Stamatović University of Montenegro, Department of Mathematics and Computer Science, Podgorica, Serbia and Montenegro Author

Keywords:

Gaussian vector field, Poisson field, A-points

Subjects:

60G15, 60G60

Abstract

A Poisson limit theorem for A-points of upcrossings of a highlevel by trajectories of the random field χ(t) isestablished. Kallenberg theorem, standard results from asymptoticmethods of Gaussian process and fields and Piterbarg result ofhigh level intersection of χ-field are exploited.

Downloads

Published

2005-10-15

Issue

Vol. 57 No. 3–4 (2005): Vol. 57, Issue 3–4

Section

Articles

License

Copyright (c) 2005 Authors retain copyright to their work.

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.