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

DOI10.1016/0304-4149(77)90019-9MaRDI QIDQ1240958zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3226547 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asymptotic Properties of Gaussian Processes
• Discrete wave-analysis of continuous stochastic processes
• Lipschitz Behavior and Integrability of Characteristic Functions
• Upcrossing Probabilities for Stationary Gaussian Processes
• Wave-length and amplitude for a stationary Gaussian process after a high maximum
• Wave-length and amplitude in Gaussian noise

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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