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Asymptotic order of the expected length of excursions for the processes with a Scale mixture of normal distribution
https://doi.org/10.34360/00007581
https://doi.org/10.34360/00007581548b0703-2353-49fd-a3b8-363ed0ffac38
名前 / ファイル | ライセンス | アクション |
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3093_0014_05 (1.4 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2014-09-24 | |||||
タイトル | ||||||
タイトル | Asymptotic order of the expected length of excursions for the processes with a Scale mixture of normal distribution | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | L'Hopital's rule, length of excursions, Scale mixture of normal distribution, Laplace transform, Abelian theorem | |||||
資源タイプ | ||||||
資源タイプ | departmental bulletin paper | |||||
ID登録 | ||||||
ID登録 | 10.34360/00007581 | |||||
ID登録タイプ | JaLC | |||||
作成者 |
Tanaka, Minoru
× Tanaka, Minoru |
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内容記述 | ||||||
内容記述 | The paper treats of the asymptotic order of the expected mean length of excursions for some ellipsoidal processes with a scale mixture of normal (SMN) distribution when the level is sufficiently large, which is the limiting values of ratios of two functions. It is shown that the Abelian theorem for the Laplace transforms and the L'Hopital's rule are useful to estimate the asymptotic order. A general condition to derive the true asymptotic order of the ratios is also discussed. | |||||
公開者 | ||||||
出版者 | The Institute of Information Science Senshu University | |||||
ISSN | ||||||
収録物識別子 | 1349-1938 | |||||
書誌情報 |
en : Information Science and Applied Mathematics 巻 14, p. 1-20, 発行日 2006 |
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出版タイプ | ||||||
出版タイプ | NA |