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Asymptotic order of the expected length of excursions for the processes with a Scale mixture of normal distribution, II
https://doi.org/10.34360/00007588
https://doi.org/10.34360/0000758869695a6c-bc4f-47ae-ac85-a852dc97aa14
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
3093_0015_05 (1.7 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 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, II | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| キーワード | ||||||||
| 主題 | Abelian theorem, generalized Gamma distribution, Laplace transform, length of excursions, Scale mixture of normal distribution | |||||||
| 資源タイプ | ||||||||
| 資源タイプ | departmental bulletin paper | |||||||
| ID登録 | ||||||||
| ID登録 | 10.34360/00007588 | |||||||
| 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 | In this paper we provide a proof of the conjecture for the asymptotic order of the expected mean length of excursions for some ellipsoidal processes with a scale mixture of normal (SMN) distribution whose mixing distribution is the generalized Gamma distribution, which was presented in the previous paper of Tanaka [15]. It is seen that the L'Hopital's rule and the Abelian theorem for the two-sided Laplace transforms are useful to evaluate the asymptotic order in the proof. | |||||||
| 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 15, p. 1-16, 発行日 2007 |
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| 出版タイプ | ||||||||
| 出版タイプ | NA | |||||||
