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- W32697466 abstract "Let {X i , i≧1} be a random sequence and {u ni ,1≦i≦n, n≧1} be an array of boundary values. We consider the asymptotic approximation of the probability P n =P{X i ≦u ni ,1≦i≦n} by $$P_n^* = prodlimits_{i = 1}^n {P{ X_i leqq u_{ni} } } $$ . We give sufficient conditions on X i such that P n−P n * →0 as n→∞. This generalizes the situation considered in extreme-value theory where the boundary is constant in i. The general theory is applied in particular to Gaussian cases." @default.
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- W32697466 date "1983-01-01" @default.
- W32697466 modified "2023-09-27" @default.
- W32697466 title "Asymptotic approximation of crossing probabilities of random sequences" @default.
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- W32697466 doi "https://doi.org/10.1007/bf00538965" @default.
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