期刊论文详细信息
Austrian Journal of Statistics | |
Upcrossing Rates for Order Statistics Processes | |
article | |
M.T. Alodat1  M. Al-Rawwash2  | |
[1] Mathematics, Statistics and Physics, Qatar University;Mathematics, Sharjah University | |
关键词: Gaussian Process; Order Statistics Process; Duration Distributions; Upcrossing Rate.; | |
DOI : 10.17713/ajs.v42i3.151 | |
学科分类:医学(综合) | |
来源: Austrian Statistical Society | |
【 摘 要 】
In this paper, we define new random processes as the pointwiseorder statistics of a set of random processes. We derive the upcrossing ratesof the order statistics processes in closed form. Also, we establish relationsbetween the average duration of the order statistics processes and the averageduration of their component processes. Finally, we obtain the asymptoticdistribution of the excess heights of the new processes.
【 授权许可】
CC BY
【 预 览 】
Files | Size | Format | View |
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RO202105240000179ZK.pdf | 100KB | download |