摘要
设 {Xn,n≥ 1 }是标准化非平稳高斯序列 ,rij=cov(Xi,Xj) ,Nn是 {Xn,n≥ 1 }超过r个水平un,1 ≥un,2 ≥… ≥un ,r 形成的平面点过程 .当rij满足一定条件时 ,点过程Nn 在 ( 0 ,∞ )×R上依分布收敛于极限点过程N ,即Nn →N ,(n →∞ ) .
Let {X n,n≥1} be a standard nonstationary Gaussian sequenoe, r ij =cov(X i,X j), and the planar point process N n be the exceedances of the levels u n,1 ≥u n,2 ≥…≥u n,r formed by {X n,n≥1}. When r ij satisfies some conditions,the point process N n converges in distribution to the limiting point process N on (0,∞)×R.
出处
《昆明理工大学学报(理工版)》
2000年第6期18-21,共4页
Journal of Kunming University of Science and Technology(Natural Science Edition)