The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
Probability
2023-03-03 v1
Abstract
In this paper, we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences. It is shown that the first crossing point and the last exit time are asymptotically independent and dependent for weakly and strongly dependent respectively. The asymptotic relation between the first exit time and the last exit time for stationary weakly and strongly dependent Gaussian Gaussian sequences are also obtained.
Keywords
Cite
@article{arxiv.2303.01088,
title = {The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences},
author = {Zhijun Ning and Zhongquan Tan},
journal= {arXiv preprint arXiv:2303.01088},
year = {2023}
}
Comments
16 pages