Limit distribution of the last exit time for stationary random sequences

  • Jürg Hüsler


For a strictly stationary random sequence (Xi)i≧0 we find sufficient conditions such that the distribution of the last exit time tβ = max{iXi>βi} (β>0) tends weakly to a nondegenerate limit distribution as β↓0.


Stochastic Process Probability Theory Mathematical Biology Random Sequence Limit Distribution 
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Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • Jürg Hüsler
    • 1
  1. 1.Department of math. StatisticsUniversity of BerneBernSwitzerland

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