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math.PR2021
A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
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.…
math.PR2020
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
Nikita Karagodin, Mikhail Lifshits
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. T…