Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region (Q4618073)
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scientific article; zbMATH DE number 7014717
Language | Label | Description | Also known as |
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English | Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region |
scientific article; zbMATH DE number 7014717 |
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Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region (English)
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7 February 2019
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Gaussian vector process
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large excursions of trajectories
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asymptotic behavior
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Rice's method
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Laplace method
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point process
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