Asymptotic crossing rates for stationary Gaussian vector processes

DOI10.1016/0304-4149(88)90037-3zbMath0648.60044OpenAlexW2026951859MaRDI QIDQ1105278

Karl W. Breitung

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90037-3

zbMATH Keywords

hypersurfaceextreme value distributionasymptotic approximationsasymptotic expansion of multidimensional integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Multidimensional problems (41A63)

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Cites Work

• Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
• Asymptotic crossing rates for stationary Gaussian vector processes
• Model processes in nonlinear prediction with application to detection and alarm
• Techniques of asymptotic analysis
• Extreme values and crossings for theX²-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications
• On the Number of Distinct Terms in the Expansion of Symmetric and Skew Determinants
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