Upcrossing Rates for Order Statistics Processes

Austrian Journal of Statistics

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