The behaviour of a non-differentiable stationary Gaussian process after a level crossing
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Publication:1240958
DOI10.1016/0304-4149(77)90019-9zbMath0364.60061MaRDI QIDQ1240958
Publication date: 1977
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(77)90019-9
60G15: Gaussian processes
Related Items
Gaussian stochastic processes, Weak convergence of probability measures in spaces of smooth functions, Functional limits of empirical distributions in crossing theory
Cites Work
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- Lipschitz Behavior and Integrability of Characteristic Functions
- Upcrossing Probabilities for Stationary Gaussian Processes
- Wave-length and amplitude in Gaussian noise
- Wave-length and amplitude for a stationary Gaussian process after a high maximum
- Asymptotic Properties of Gaussian Processes