Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
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computational statisticsdistribution of maximumDurbin's formulaexcursion length distributionfirst passageindependent interval assumptionlevel crossingsmultivariate normal probabilitiesperiod/amplitude distributionRice's formulaRIND programstatistical computationstochastic processsuccessive crossing distance distributiontruncated normal momentsWAFO toolbox
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- scientific article; zbMATH DE number 1867216 (Why is no real title available?)
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(8)- Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
- Cycle range distributions for Gaussian processes -- exact and approximative results
- Joint distribution of successive zero crossing distances for stationary Gaussian processes
- Zero-crossing intervals of Gaussian processes
- scientific article; zbMATH DE number 1867216 (Why is no real title available?)
- scientific article; zbMATH DE number 2099515 (Why is no real title available?)
- Heavy and light inertial particle aggregates in homogeneous isotropic turbulence: a study on breakup and stress statistics
- Generalized mixtures of Gaussian processes with an application to Bitcoin daily price analysis
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