Journal article

The Harmonic Mean Formula For Random Processes

Year:

2022

Published in:

Stochastic Analysis and Applications
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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