Asymptotic normality of high level-large time crossings of a Gaussian process
classification
🧮 math.PR
keywords
crossingsasymptoticgaussianinfinitynormalitynumberprocesstime
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We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity in such a way that the expected number of crossings also goes to infinity.
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