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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 4, Pages 811–818
DOI: https://doi.org/10.4213/tvp259 (Mi tvp259) 		 
This article is cited in 15 scientific papers (total in 15 papers)

Short Communications

Limit theorem for high level $a$-upcrossings by $\chi$-process

V. I. Piterbarga, S. Stamatovićb

a M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
b University of Montenegro
Full-text PDF (751 kB) Citations (15)
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DOI: https://doi.org/10.4213/tvp259
Abstract: This paper proves the Poisson limit theorem for a number of large excursions of the modulus of the Gaussian vector process with independent identically distributed increments.
Keywords: Gaussian process, large excursion, $\chi$-square process.
Received: 12.11.2002
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 4, Pages 734–741
DOI: https://doi.org/10.1137/S0040585X97980786
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. I. Piterbarg, S. Stamatović, “Limit theorem for high level $a$-upcrossings by $\chi$-process”, Teor. Veroyatnost. i Primenen., 48:4 (2003), 811–818; Theory Probab. Appl., 48:4 (2004), 734–741
Citation in format AMSBIB
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\by V.~I.~Piterbarg, S.~Stamatovi\'c
\paper Limit theorem for high level $a$-upcrossings
by $\chi$-process
\jour Teor. Veroyatnost. i Primenen.
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\issue 4
\pages 811--818
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2142527}
\zmath{https://zbmath.org/?q=an:1064.60067}
\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 4
\pages 734--741
\crossref{https://doi.org/10.1137/S0040585X97980786}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000226305500013}
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  • https://www.mathnet.ru/eng/tvp259
  • https://doi.org/10.4213/tvp259
  • https://www.mathnet.ru/eng/tvp/v48/i4/p811
    • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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