Journal article

The Harmonic Mean Formula For Random Processes

Year:

2022

Published in:

Stochastic Analysis and Applications

Authors:

, ,

Harmonic mean formula

sojourn time

occupation time

stochastic continuity

continuity of distribution of supremum

Pickands constants

Motivated by the classical harmonic mean formula, estabished by Aldous in 1989, we investigate the relation between the sojourn time and supremum of a random process X(t),t∈Rd and extend the harmonic mean formula for general stochastically continuous

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