Central limit theorem for wave-functionals of Gaussian processes

DOI10.1239/AAP/1029954271MaRDI QIDQ4257255zbMATH OpenOpenAlexFDO

Authors Igor Rychlik, V. I. Piterbarg

Publication date 29 September 1999

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1029954271

zbMATH Keywords

central limit theoremcrossingsstrong mixing propertySlepian models

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Signal detection and filtering (aspects of stochastic processes) (60G35) Other physical applications of random processes (60K40)

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Cited in

(2)

• Rice formulae and Gaussian waves
• Level curves crossings and applications for Gaussian models

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