Accession Number:

AD0781728

Title:

Weak Convergence of High Level Exceedances by a Stationary Sequence,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1974-06-01

Pagination or Media Count:

12.0

Abstract:

In the paper the author considers a stationary sequence xi sub nn 1, 2 ... satisfying weak dependence restrictions. For each n the point process N sub n is defined to consist of the exceedances of a certain level u sub n i.e. the instants j for which xi sub j u sub n. It is shown that the point processes N sub n converge weakly as random elements of the natural metric space to which they belong to a Poisson process.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE