*Tid:***20 mars 2000 kl 1515-1700 **

*Plats :***Seminarierummet 3733**, Institutionen för
matematik, KTH, Lindstedts väg 25, plan 7. Karta!

*Föredragshållare:***
Patrik Albin, Matematisk
statistik, Chalmers Tekniska
Högskola.
Publikationslista.
**

**Titel:** **
On extremes and streams of upcrossings
**

*Sammanfattning: *

Let be a real-valued and -continuous (continuous in probability) stationary stochastic process. We study and characterize asymptotic (as eg, ) relations between the probability

of an exceedance of a high level and the expression This latter expression can be interpreted asProbability starts above + upcrossing intensity

so it is natural to expect a relation to the probability of exceedance of the level .

Examples of Application include Markov jump processes, stable processes, and quadratic functionals of Gaussian processes.