{
  "id": "2110.01046",
  "version": "v2",
  "published": "2021-10-03T16:54:58.000Z",
  "updated": "2022-05-31T13:23:51.000Z",
  "title": "A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process",
  "authors": [
    "Nikita Karagodin"
  ],
  "comment": "20 pages. Revised structure and fixed typos, results unchanged. arXiv admin note: substantial text overlap with arXiv:2012.03222",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2022-05-31T13:23:51.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "limit theorem",
      "exit time",
      "gaussian process",
      "gaussian stationary processes",
      "distribution"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 20,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}