摘要
设{Xn}为标准化非平稳高斯序列,rij=cov(Xi,Xj),Nn为{Xn}对水平un=x/an+bn的超过数形成的点过程.当 且n→∞时,点过程Nn依分布收敛到Cox-过程.
Let {Xn} be a standardized nonstationary Gaussian sequence, rij = cov (Xi, Xj), and Nn be the point process formed by the exceedances of level un = x/an + bn by {Xn}. If rij log (j - i) -r (0, ) (j - i +00), n - o, then the point process Nn converges in distribution to Cox-process.
出处
《应用数学学报》
CSCD
北大核心
2003年第1期56-61,共6页
Acta Mathematicae Applicatae Sinica
