Accession Number:

ADA059339

Title:

High Level Exceedances of Regenerative and Semi-Stationary Processes.

Descriptive Note:

Interim rept.,

Corporate Author:

SYRACUSE UNIV N Y DEPT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH

Personal Author(s):

Report Date:

1978-08-01

Pagination or Media Count:

17.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE