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dc.contributor.authorShen, Jie
dc.contributor.authorShen, Yi
dc.contributor.authorWang, Ruodo 16:34:19 (GMT) 16:34:19 (GMT)
dc.descriptionThe final publication is available at Elsevier via © 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license
dc.description.abstractWe consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. We first show that the set of all possible distributions of intrinsic location functionals for periodic stationary processes is the convex hull generated by a specific group of distributions. We then focus on two special subclasses of these random locations. For the first subclass, the density has a uniform lower bound; for the second subclass, the possible distributions are closely related to the concept of joint mixability.en
dc.description.sponsorshipJie Shen acknowledges financial support from the China Scholarship Council. Yi Shen and Ruodu Wang acknowledge financial support from the Natural Sciences and Engineering Research Council of Canada (RGPIN-2014-04840 and RGPIN-435844-2013, respectively).en
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.subjectperiodic stationary processen
dc.subjectrandom locationen
dc.subjectjoint mixabilityen
dc.titleRandom locations of periodic stationary processesen
dcterms.bibliographicCitationJ. Shen, Y. Shen, R. Wang, Random locations of periodic stationary processes, Stochastic Processes and their Applications (2018),
uws.contributor.affiliation1Faculty of Mathematicsen
uws.contributor.affiliation2Statistics and Actuarial Scienceen

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