Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes (Q2325622)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes |
scientific article |
Statements
Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes (English)
0 references
27 September 2019
0 references
computational statistics
0 references
distribution of maximum
0 references
Durbin's formula
0 references
excursion length distribution
0 references
first passage
0 references
independent interval assumption
0 references
level crossings
0 references
multivariate normal probabilities
0 references
period/amplitude distribution
0 references
Rice's formula
0 references
RIND program
0 references
statistical computation
0 references
stochastic process
0 references
successive crossing distance distribution
0 references
truncated normal moments
0 references
WAFO toolbox
0 references
0 references
0 references
0 references
0 references
