设{X(t),t≥0)是一列标准化的具有连续样本轨道的强相依平稳高斯过程,其相关系数函数为r(t).当r(t)满足一定条件时,证明了高斯过程{X(t),t≥0)上穿和ε上穿水平u形成的点过程的依分布收敛到一Cox-过程.
Let {X(t),t ≥ 0} be a standard (zero-mean, unit-variance) stationary strongly dependent Gaussian process with correlation function r(t) and continuous sample paths. Under some conditions related to the correlation function r(t), we proved that the uperossing point processes formed by the numbers of {X(t), t ≥0}upcronssing and s-upcronssing levelu converge weakly to Cox-process, as u →∝.