A Compound Poisson Limit for Stationary Sums, and Sojourns of Gaussian Processes

• 1 June 1980
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 8  (3) , 511-538
• https://doi.org/10.1214/aop/1176994725

Abstract

Keywords

• STATIONARY SEQUENCE
• LEVEL CROSSING
• GAUSSIAN PROCESS
• RANDOM VARIABLE
• HIGH LEVEL
• COMPOUND POISSON DISTRIBUTION