A Poisson-Type Limit Theorem for Mixing Sequences of Dependent 'Rare' Events
Meyer, R. M.
Ann. Probab., Tome 1 (1973) no. 5, p. 480-483 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Certain mixing sequences of dependent `rare' events are considered and a Poisson limit is established for the probability that $k$ events occur. An asymptotic distribution for the number of upcrossings of a high level by certain stochastic processes is considered as an application.
Publié le : 1973-06-14
Classification:  Poisson process,  mixing,  `rare' events,  upcrossings,  weak convergence,  60G10 
@article{1176996941,
     author = {Meyer, R. M.},
     title = {A Poisson-Type Limit Theorem for Mixing Sequences of Dependent 'Rare' Events},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 480-483},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996941}
}

Meyer, R. M. A Poisson-Type Limit Theorem for Mixing Sequences of Dependent 'Rare' Events. Ann. Probab., Tome 1 (1973) no. 5, pp.  480-483. http://gdmltest.u-ga.fr/item/1176996941/