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
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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 |
Statements
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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0.7768583297729492
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0.7624267339706421
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0.7576923966407776
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