Upcrossing Rates for Order Statistics Processes
DOI:
https://doi.org/10.17713/ajs.v42i3.151Abstract
In this paper, we define new random processes as the pointwiseorder statistics of a set of random processes. We derive the upcrossing rates
of the order statistics processes in closed form. Also, we establish relations
between the average duration of the order statistics processes and the average
duration of their component processes. Finally, we obtain the asymptotic
distribution of the excess heights of the new processes.
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