Passages and maxima for a particular Gaussian process

DOI10.1214/AOP/1176996361zbMATH Open0334.60020OpenAlexW1975207230MaRDI QIDQ1229038FDOQ1229038

Authors: Moshe Ein-Gal, Israel Bar-David 

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996361

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (3)

• The joint distribution of running maximum of a Slepian process
• Boundary crossing probabilities for \((q,d)\)-Slepian-processes
• Boundary non-crossing probabilities for Slepian process

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