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:

This paper consider the tail porperty of a stochastic processeÎ¾with 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

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