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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 |
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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, 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 |