Passages and maxima for a particular Gaussian process

DOI10.1214/AOP/1176996361MaRDI QIDQ1229038zbMATH OpenOpenAlexFDO

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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