Geodesic
Limit theorem for high level $a$-upcrossings
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 4, pp. 811-818

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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 
@article{TVP_2003_48_4_a10,
     author = {V. I. Piterbarg and S. Stamatovi\'c},
     title = {Limit theorem for high level $a$-upcrossings},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {811--818},
     publisher = {mathdoc},
     volume = {48},
     number = {4},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_4_a10/}
}
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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/