T. Hsing, J. Husler, and M.R. Leadbetter. On the exceedence point process for a stationary sequence. Probab. Th. Rel. Fields, 78:97--112, 1988.  Home/Search   Document Not in Database   Summary   Related Articles

....limits. In the context of extremes of stationary processes, the process t sojourn time above b during [0; t] rescales to a compound Poisson counting process, in which the spatial structure of a clump has been collapsed to a point. A theoretical treatment of these issues is in Hsing et al. [30]. C43 Extremes for Queues in Heavy Traffic. Serfozo [46, 47] treats the case of maxima of birth and death processes and some single server queues, taking limits as the traffic intensity tends to 1. It is interesting that a non classical limit distribution P ( x) exp( Gammac= e x Gamma ....

T. Hsing, J. Husler, and M.R. Leadbetter. On the exceedence point process for a stationary sequence. Probab. Th. Rel. Fields, 78:97--112, 1988.

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