Extreme sojourns of a Gaussian process with a point of maximum variance

DOI10.1007/BF01845642zbMath0586.60037OpenAlexW2019056302MaRDI QIDQ1071379

Simeon M. Berman

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01845642

zbMATH Keywords

regular variationvariance functionsojourn

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (5)

Approximation of sojourn times of Gaussian processes ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ Sojourn times of Gaussian processes with trend ⋮ Unnamed Item ⋮ Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes

Cites Work

• Unnamed Item
• Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries
• Sojourns and extremes of stationary processes
• Sojourns and extremes of Gaussian processes
• Sojourns above a high level for a gaussian process with a point of maximum variance
• Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
• Upcrossing Probabilities for Stationary Gaussian Processes
• Regularly varying functions

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