Theory of Probability and Its Applications · 1961 · 439 citations · 5 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesGaussian ProcessesLimit TheoremsMarkov ProcessesPoisson ProcessesProbability DistributionsStationary ProcessesFunctions Of Random VariablesGaussian Stationary ProcessesLimit LawsMixing ConditionsPoisson DistributionPoisson Limit Theorems
This paper is a continuation of the one published in Volume IV, No. 2, 1959. A theorem is proved in § 3 on the convergence of the distribution of the number of intersections of a high level to a Poisson distribution for stationary Gaussian processes, which satisfy the “strong mixing condition”. Some conditions under which stationary processes possess strong mixing are given in §4.
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The Elementary Gaussian Processes
J. L. Doob · The Annals of Mathematical Statistics · 1944 · 208 citations · Full text
Engineering, Mathematics, Physics +10