The harmonic mean formula for random processes
Probability
2022-04-14 v2
Abstract
Motivated by the harmonic mean formula in [1], we investigate the relation between the sojourn time and supremum of a random process and extend the harmonic mean formula for general stochastically continuous . We discuss two applications concerning the continuity of distribution of supremum of and representations of classical Pickands constants.
Keywords
Cite
@article{arxiv.2106.11707,
title = {The harmonic mean formula for random processes},
author = {Krzysztof Bisewski and Enkelejd Hashorva and Georgiy Shevchenko},
journal= {arXiv preprint arXiv:2106.11707},
year = {2022}
}