Sojourn Times of Gaussian Processes with Random Parameters

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Theoretical Probability Pub Date : 2023-11-25 DOI:10.1007/s10959-023-01305-1

Goran Popivoda, Siniša Stamatović

引用次数: 0

Abstract

In this paper, we investigate the sojourn times of conditionally Gaussian processes, i.e., the sojourns of \(\xi (t)+\lambda -\zeta \,t^\beta \) and \(\xi (t)(\lambda -\zeta \,t^\beta )\), \(t\in [0, T],\ T>0\), where \(\xi \) is a Gaussian zero-mean stationary process and \(\lambda \) and \(\zeta \) are random variables independent of \(\xi (\cdot )\), and \(\beta >0\) is a constant.

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随机参数高斯过程的逗留时间

本文研究了条件高斯过程的逗留时间，即\(\xi (t)+\lambda -\zeta \,t^\beta \)和\(\xi (t)(\lambda -\zeta \,t^\beta )\), \(t\in [0, T],\ T>0\)的逗留时间，其中\(\xi \)是高斯零均值平稳过程，\(\lambda \)和\(\zeta \)是独立于\(\xi (\cdot )\)的随机变量，\(\beta >0\)是常数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.