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Estimation Of The Failure Probability In The C[0,1] Space
Posted on:
2008-09-23
Degree:
Master
Type:
Thesis
Country:
China
Candidate:
X B Cui
Full Text:
PDF
GTID:
2120360242478519
Subject:
Probability theory and mathematical statistics
Abstract/Summary:
PDF Full Text Request
This paper consider the tail porperty of a stochastic processeξwith continus sample path. We use extreme value theory to estimate the problility of a special failure set F. Weak consistency is proved.
Keywords/Search Tags:
random process
,
weak convergence
,
extreme value theory
PDF Full Text Request
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