Limit theorem for high level $A$-upcrossings by $\chi$-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 $\chi(t)$ isestablished. Kallenberg theorem, standard results from asymptoticmethods of Gaussian process and fields and Piterbarg result ofhigh level intersection of $\chi$-field are exploited.

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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.