Duration Distribution of the Conjunction of Two Independent F Processes

DOI10.1239/JAP/1269610824MaRDI QIDQ3550997zbMATH OpenOpenAlexFDO

Authors M. T. Alodat, M. A. Jebrini, Mohammad Y. Al-Rawwash

Publication date 8 April 2010

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1269610824

zbMATH Keywords

Gaussian processexcursion setconjunctionupcrossingduration distribution\(F\) processdowncrossing

Mathematics Subject Classification ID

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

Recommendations

• Duration distribution of a conjunction
• Probability distribution for the sum of two independent telegraph processes
• The joint distribution of the number of occurrences of two interrelated Poisson processes
• On the probability of conjunctions of stationary Gaussian processes
• The joint distribution of sojourn times in finite Markov processes
• Distribution of functionals of some processes with independent increments
• The explicit probability distribution of the sum of two telegraph processes
• Distribution of the Sojourn Time of a Homogeneous Process with Independent Increments over an Arbitrary Level

Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• A test for a conjunction
• Extremes and related properties of random sequences and processes
• Local Maxima and the Expected Euler Characteristic of Excursion Sets of χ ², F and t Fields
• Probability approximations via the Poisson clumping heuristic
• The size of the connected components of excursion sets of χ², t and F fields

Cited in

(9)

• Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
• scientific article; zbMATH DE number 6919716 (Why is no real title available?)
• Extremes of order statistics of stationary processes
• An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data
• On the probability of conjunctions of stationary Gaussian processes
• Comparison inequalities for order statistics of Gaussian arrays
• Asymptotic formula for the conjunction probability of smooth stationary Gaussian fields
• Extremes of vector-valued Gaussian processes: exact asymptotics
• Duration distribution of a conjunction

This page was built for publication: Duration Distribution of the Conjunction of Two Independent F Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3550997)