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arXiv · 1603.01527

Random Locations of Periodic Stationary Processes

Jie Shen·Yi Shen·Ruodu Wang
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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.

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Jie Shen, Yi Shen, Ruodu Wang. 2018-04-04. Random Locations of Periodic Stationary Processes. https://arxiv.org/abs/1603.01527

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