The behaviour of a non-differentiable stationary Gaussian process after a level crossing

DOI10.1016/0304-4149(77)90019-9zbMATH Open0364.60061OpenAlexW2004587570MaRDI QIDQ1240958FDOQ1240958

Authors: Jacques de Maré 

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

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Title not available (Why is that?)
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Properties of Gaussian Processes
• Lipschitz Behavior and Integrability of Characteristic Functions
• Title not available (Why is that?)
• Wave-length and amplitude in Gaussian noise
• Discrete wave-analysis of continuous stochastic processes
• Wave-length and amplitude for a stationary Gaussian process after a high maximum

Cited In (3)

• Gaussian stochastic processes
• Functional limits of empirical distributions in crossing theory
• Weak convergence of probability measures in spaces of smooth functions

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