First Passage Time for a Particular Gaussian Process
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(38)- Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
- Maxima of stationary Gaussian processes
- Precise small deviations in L₂ of some Gaussian processes appearing in the regression context
- Power of the MOSUM test for online detection of a transient change in mean
- Lower tail probabilities for Gaussian processes.
- The joint distribution of running maximum of a Slepian process
- First passage times for Slepian process with linear and piecewise linear barriers
- Reciprocal covariance solutions of some matrix differential equations
- Reciprocal diffusions and stochastic differential equations of second order∗
- First passage time for some stationary processes
- Approximating Shepp's constants for the Slepian process
- On the distribution of functionals of stationary Gaussian processes
- Universality of the REM for dynamics of mean-field spin glasses
- A class of limiting distributions of high level excursions of Gaussian processes
- Barrier options pricing with joint distribution of Gaussian process and its maximum
- The Cameron-Martin theorem for (\(p\)-)Slepian processes
- Extremes of Shepp statistics for fractional Brownian motion
- Boundary crossing probabilities for (q,d)-Slepian-processes
- The distribution of the maximum of particular random fields
- Karhunen-Loève expansion for additive Slepian processes
- Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted L₂-norms
- Patterns in random walks and Brownian motion
- Issues in the optimal design of computer simulation experiments
- Approximations for the boundary crossing probabilities of moving sums of random variables
- The response of a spatially distributed neuron to white noise current injection
- Large deviations of Shepp statistics for fractional Brownian motion
- Universality and extremal aging for dynamics of spin glasses on subexponential time scales
- Extremes of realizations of continuous time stationary stochastic processes on closed intervals
- Boundary non-crossing probabilities for Slepian process
- Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
- Some limit results for probabilities estimates of Brownian motion with polynomial drift
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- Reciprocal processes
- Characterization of multivariate stationary Gaussian reciprocal diffusions
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
- Gaussian process bandits with adaptive discretization
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Persistence exponents via perturbation theory: Gaussian MA(1)-processes
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