On The Distribution of the Arc Length of a High-Level Excursion of a Stationary Gaussian Process

DOI10.1137/1131072zbMath0632.60032OpenAlexW2094327416MaRDI QIDQ3769694

V. P. Nosko

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131072

zbMATH Keywords

extreme valuesarc lengthdifferentiable Gaussian processlength of the excursions

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (1)

On the shape of a high excursion of a Gaussian stationary process

This page was built for publication: On The Distribution of the Arc Length of a High-Level Excursion of a Stationary Gaussian Process