http://swrc.ontoware.org/ontology#UnrefereedArticle
Asymptotic order of the expected length of excursions for the processes with a Scale mixture of normal distribution
en
L'Hopital's rule
length of excursions
Scale mixture of normal distribution
Laplace transform
Abelian theorem
Tanaka Minoru
The paper treats of the asymptotic order of the expected mean length of excursions for some ellipsoidal processes with a scale mixture of normal (SMN) distribution when the level is sufficiently large, which is the limiting values of ratios of two functions. It is shown that the Abelian theorem for the Laplace transforms and the L'Hopital's rule are useful to estimate the asymptotic order. A general condition to derive the true asymptotic order of the ratios is also discussed.
The Institute of Information Science Senshu University
application/pdf
1349-1938
Information Science and Applied Mathematics
14
1-20
2006
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