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Asymptotic order of the expected length of excursions for the processes with a Scale mixture of normal distribution, II
en
Abelian theorem
generalized Gamma distribution
Laplace transform
length of excursions
Scale mixture of normal distribution
Tanaka Minoru
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.
The Institute of Information Science Senshu University
application/pdf
1349-1938
Information Science and Applied Mathematics
15
1-16
2007