Geodesic
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 3, pp. 419-432 Cet article a éte moissonné depuis la source Math-Net.Ru

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For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
Keywords: last exit time, Gaussian process, limit theorem, double exponential law. 
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N. A. Karagodin; M. A. Lifshits. On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process. Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 3, pp. 419-432. http://geodesic.mathdoc.fr/item/TVP_2021_66_3_a0/

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