{
  "id": "1706.04839",
  "version": "v1",
  "published": "2017-06-15T12:23:20.000Z",
  "updated": "2017-06-15T12:23:20.000Z",
  "title": "Asymptotic normality of high level-large time crossings of a Gaussian process",
  "authors": [
    "Federico Dalmao",
    "José Rafael León",
    "Ernesto Mordecki"
  ],
  "comment": "24 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity in such a way that the expected number of crossings also goes to infinity.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-06-15T12:23:20.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G15"
    ],
    "keywords": [
      "high level-large time crossings",
      "asymptotic normality",
      "centered stationary mixing gaussian process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 24,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}