On the shape of a high excursion of a Gaussian stationary process

DOI10.1007/s10958-021-05323-4zbMath1465.60031OpenAlexW3139419291MaRDI QIDQ2662922

E. V. Kremena

Publication date: 15 April 2021

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-021-05323-4

zbMATH Keywords

Slepian modelGaussian stationary process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Extremes and related properties of random sequences and processes
• On The Distribution of the Arc Length of a High-Level Excursion of a Stationary Gaussian Process
• Upcrossing Probabilities for Stationary Gaussian Processes
• Some Properties of a Normal Process Near a Local Maximum

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