dc.contributor.author | Shen, Jie | |
dc.contributor.author | Shen, Yi | |
dc.contributor.author | Wang, Ruodo | |
dc.date.accessioned | 2020-01-06 16:34:19 (GMT) | |
dc.date.available | 2020-01-06 16:34:19 (GMT) | |
dc.date.issued | 2019-03 | |
dc.identifier.uri | https://doi.org/10.1016/j.spa.2018.03.023 | |
dc.identifier.uri | http://hdl.handle.net/10012/15404 | |
dc.description | The final publication is available at Elsevier via https://doi.org/10.1016/j.spa.2018.03.023. © 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license
http://creativecommons.org/licenses/by-nc-nd/4.0/ | en |
dc.description.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. | en |
dc.description.sponsorship | Jie Shen acknowledges financial support from the China Scholarship Council. Yi Shen and Ruodu Wang acknowledge financial support from the Natural Sciences and Engineering Research Council of Canada (RGPIN-2014-04840 and RGPIN-435844-2013, respectively). | en |
dc.language.iso | en | en |
dc.publisher | Elsevier | en |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | periodic stationary process | en |
dc.subject | random location | en |
dc.subject | joint mixability | en |
dc.title | Random locations of periodic stationary processes | en |
dc.type | Article | en |
dcterms.bibliographicCitation | J. Shen, Y. Shen, R. Wang, Random locations of periodic stationary processes, Stochastic Processes and their Applications (2018), https://doi.org/10.1016/j.spa.2018.03.023 | en |
uws.contributor.affiliation1 | Faculty of Mathematics | en |
uws.contributor.affiliation2 | Statistics and Actuarial Science | en |
uws.typeOfResource | Text | en |
uws.peerReviewStatus | Reviewed | en |
uws.scholarLevel | Faculty | en |
uws.scholarLevel | Graduate | en |