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Functional limits of empirical distributions in crossing theory
Authors:Georg Lindgren
Institution:Institute of Mathematical Statistics, University of Umea, S-901 87 Umea, Sweden
Abstract:We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gaussian process. This leads to the well-known Slepian model process for a Gaussian process after an upcrossing of a prescribed level as a weak limit in C-space for an empirically defined finite set of functions.We also stress the importance of choosing a suitable topology by giving some natural examples of continuous and non-continuous functionals.
Keywords:functional limit theorem  empirical process  stationary normal process  level crossing
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