The harmonic mean formula for random processes
نویسندگان
چکیده
Motivated by the classical harmonic mean formula, estabished Aldous in 1989, we investigate relation between sojourn time and supremum of a random process X(t),t∈Rd extend formula for general stochastically continuous X. We discuss two applications concerning continuity distribution X representations Pickands constants.
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ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 2022
ISSN: ['1532-9356', '0736-2994']
DOI: https://doi.org/10.1080/07362994.2022.2055574