2016/03/04 by Shen, Jie, Shen, Yi, Wang, Ruodu
#60G10 (Primary) 60E05 #62H20 (Secondary) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1603.01527
We 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.