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
The Institute of Information Science Senshu University
Asymptotic order of the expected length of excursions for the processes with a Scale mixture of normal distribution, II
3093_0015_05
(1.66MB)
