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Limit distribution of the last exit time for stationary random sequences |
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| Authors: | Jürg Hüsler |
| Institution: | (1) Department of math. Statistics, University of Berne, Sidlerstr. 5, CH-3012 Bern, Switzerland |
| Abstract: | Summary For a strictly stationary random sequence (X
i)
i 0 we find sufficient conditions such that the distribution of the last exit time t
 = max{i X
i>i} (>0) tends weakly to a nondegenerate limit distribution as  0. |
| Keywords: | |
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