Limit theorem for high level $a$-upcrossings
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 811-818 Cet article a éte moissonné depuis la source Math-Net.Ru

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This paper proves the Poisson limit theorem for a number of large excursions of the modulus of the Gaussian vector process with independent identically distributed increments.
Keywords: Gaussian process, $\chi$-square process.
Mots-clés : large excursion
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V. I. Piterbarg; S. Stamatović. Limit theorem for high level $a$-upcrossings. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 811-818. http://geodesic.mathdoc.fr/item/TVP_2003_48_4_a10/

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