Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes (Q2325622)
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scientific article; zbMATH DE number 7110682
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| English | Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes |
scientific article; zbMATH DE number 7110682 |
Statements
Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes (English)
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27 September 2019
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computational statistics
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distribution of maximum
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Durbin's formula
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excursion length distribution
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first passage
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independent interval assumption
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level crossings
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multivariate normal probabilities
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period/amplitude distribution
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Rice's formula
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RIND program
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statistical computation
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stochastic process
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successive crossing distance distribution
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truncated normal moments
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WAFO toolbox
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0.8735256
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0.87220156
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0.87203145
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0.86460525
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0.8601993
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