Some Limit Theorems for Random Functions. II

Виктор Александрович Волконский, Yu. A. Rozanov · Theory of Probability and Its Applications · 1961

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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