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Random locations of periodic stationary processes
Authors:Jie Shen  Yi Shen  Ruodu Wang
Affiliation:University of Waterloo, Waterloo, Ontario N2L 3G1, Canada
Abstract:We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. We first show that the set of all possible distributions of intrinsic location functionals for periodic stationary processes is the convex hull generated by a specific group of distributions. We then focus on two special subclasses of these random locations. For the first subclass, the density has a uniform lower bound; for the second subclass, the possible distributions are closely related to the concept of joint mixability.
Keywords:60G10  60E05  Periodic stationary process  Random location  Joint mixability
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