Density of the probability of a large rejection of a Gaussian stochastic process. II
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[For part I, see Litov. Math. Sb. 26, No.3, 512-529 (1986; Zbl 0634.60036)]. Let \(\xi\) (t), \(t\in R^ 1\), be a differentiable Gaussian process, E \(\xi\) (t)\(=0\), Var \(\xi\) (t)\(=Var \xi '(t)=1\). Asymptotic properties of the probability \[ P(y)=P(-y_ 1(t)<\xi (t)<y_ 2(t),\quad t\in [0,T]\} \] and its derivatives \(P'(y,\mu)=\lim_{h\to 0}[P(y+h\mu)-P(y)]/h\) are considered when \(y_ i(t)\to \infty\), \(i=1,2\) and \(T\to \infty\).
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