Upcrossing Rates for Order Statistics Processes
In this paper, we define new random processes as the pointwise order 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 d...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/151 |