Journal of the Korean Mathematical Society (대한수학회지)
- Volume 32 Issue 4
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- Pages.725-737
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- 1995
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
A central limit theorem for sojourn time of strongly dependent 2-dimensional gaussian process
Abstract
Let $X_t = (X_t^(1), X_t^(2))', t \geqslant 0$, be a real stationary 2-dimensional Gaussian process with $EX_t^(1) = EX_t^(2) = 0$ and $$ EX_0 X'_t = (_{\rho(t) r(t)}^{r(t) \rho(t)}), $$ where $r(t) \sim