The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences  

作　　者：NING Zi-jun TAN Zhong-quan 

机构地区：[1]College of Data Science,Jiaxing University,Jiaxing 314001,China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2023年第4期545-561,共17页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China(11501250);Zhejiang Provincial Natural Science Foundation of China(LY18A010020);Innovation of Jiaxing City:a program to support the talented persons。

摘　　要：In this paper,we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences.It is shown that the first crossing point and the last exit time are asymptotically independent and dependent for weakly and strongly dependent cases,respectively.The asymptotic relations between the first crossing point and the last exit time for stationary weakly and strongly dependent Gaussian sequences are also obtained.

关 键 词：rst crossing point last exit time stationary Gaussian sequences Gaussian order statistic se-quences 

分 类 号：O211[理学—概率论与数理统计]