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Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences

✍ Scribed by Mikael Raab

Book ID
110283283
Publisher
Springer
Year
1999
Tongue
English
Weight
190 KB
Volume
1
Category
Article
ISSN
1386-1999

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πŸ“œ SIMILAR VOLUMES

Remarks on compound Poisson approximatio
Remarks on compound Poisson approximation of Gaussian random sequences
✍ Enkelejd Hashorva; JΓΌrg HΓΌsler πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 117 KB

Let {X i ; i ¿ 1} be a sequence of m-dependent stationary standard Gaussian random variables and u n ; n ∈ N some positive constants. In this note we generalise results of Raab (Extremes 1(3) (1999) 29.), who considered compound Poisson approximation for W n = n i=1 1{X i ¿ u n } the number of excee