High Level Exceedances of Regenerative and Semi-Stationary Processes.

Abstract

The asymptotic behavior of high level exceedances of regenerative and semi-stationary processes is studied. Conditions are given under which these exceedance processes converge in distribution to Poisson processes and to processes with nonnegative stationary independent increments. Thinnings of point processes over time with semi-stationary dependencies are also discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1978
Accession Number
ADA059339

Entities

People

  • Richard F. Serfozo

Organizations

  • Syracuse University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Stationary
  • Stationary Processes
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.