Functional limits of empirical distributions in crossing theory

DOI10.1016/0304-4149(77)90025-4zbMath0364.60064OpenAlexW2057630313MaRDI QIDQ1240961

Georg Lindgren

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)90025-4

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (3)

Weak convergence of probability measures in spaces of smooth functions ⋮ The relation between wave asymmetry and particle orbits analysed by Slepian models ⋮ Gaussian stochastic processes

Cites Work

• Unnamed Item
• Unnamed Item
• Weak convergence inapplied probability
• The behaviour of a non-differentiable stationary Gaussian process after a level crossing
• Discrete wave-analysis of continuous stochastic processes
• Large Excursions of Gaussian Processes
• The distribution of intervals between zeros of a stationary random function
• On Limit Theorems for Gaussian Processes
• Extreme values of stationary normal processes
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
• Wave-length and amplitude in Gaussian noise
• Wave-length and amplitude for a stationary Gaussian process after a high maximum
• Level-crossing problems for random processes

This page was built for publication: Functional limits of empirical distributions in crossing theory