• Nikita Karagodin
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.
Original languageEnglish
Pages (from-to)195-217
Number of pages22
JournalProbability and Mathematical Statistics
Volume42
Issue number2
DOIs
StatePublished - 2022

    Scopus subject areas

  • Statistics and Probability

    Research areas

  • last exit time, nonlinear boundary, Gaussian process, limit theorem, double exponential law

ID: 98431138