论文标题
关于在高斯过程中缓慢生长的线性边界上最后一个退出时间的分布
On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
论文作者
论文摘要
对于一类高斯固定过程，我们证明了关于在缓慢生长的线性边界上缩放量表的最后退出时间分布的收敛的限制定理。限制是双重指数（gumbel）分布。
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
