ON THE CONVERGENCE OF THE NUMBER OF EXCEEDANCES OF NONSTATIONARY NORMAL SEQUENCES

Authors
HUSLER J KRATZ M
Citation
J. Husler et M. Kratz, ON THE CONVERGENCE OF THE NUMBER OF EXCEEDANCES OF NONSTATIONARY NORMAL SEQUENCES, Journal of research of the National Institute of Standards and Technology, 99(4), 1994, pp. 539-542
Citations number
10
Categorie Soggetti
Engineering
Journal title
Journal of research of the National Institute of Standards and Technology → ACNP
ISSN journal
1044677X
Volume
99
Issue
4
Year of publication
1994
Pages
539 - 542
Database
ISI
SICI code
1044-677X(1994)99:4<539:OTCOTN>2.0.ZU;2-8
Abstract
It is known that the number of exceedances of normal sequences is asym ptotically a Poisson random variable, under certain restrictions. We a nalyze the rate of convergence to the Poisson limit and extend the res ult known in the stationary case to nonstationary normal sequences by using the Stein-Chen method. In addition, we consider the cases of exc eedances of a constant level as well as of a particular nonconstant le vel.