Applications of random process excursion analysis. Translated from the Russian by Dmitri Arch

MaRDI QIDQ2841393zbMATH OpenFDO

Authors Irina S. Brainina

Publication date 25 July 2013

Full work available at URL http://www.sciencedirect.com/science/book/9780124095014

zbMATH Keywords

excursion analysisexponential parametersmethod of estimatingrandom processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05) Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37) Other physical applications of random processes (60K40)

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• Level crossing statistics in a biologically motivated model of a long dynamic protrusion: passage times, random and extreme excursions

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