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Gaussian random sequences with local interaction

✍ Scribed by A. Žalys


Book ID
105020725
Publisher
Springer
Year
1986
Tongue
English
Weight
701 KB
Volume
26
Category
Article
ISSN
0363-1672

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Remarks on compound Poisson approximatio
✍ Enkelejd Hashorva; Jürg Hüsler 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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