Duration Distribution of the Conjunction of Two Independent F Processes

DOI10.1239/JAP/1269610824zbMATH Open1196.60095OpenAlexW2034026895MaRDI QIDQ3550997FDOQ3550997

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

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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)

Cites Work

• Extremes and related properties of random sequences and processes
• Probability approximations via the Poisson clumping heuristic
• Title not available (Why is that?)
• Local Maxima and the Expected Euler Characteristic of Excursion Sets of χ ², F and t Fields
• The size of the connected components of excursion sets of χ², t and F fields
• A test for a conjunction

Cited In (9)

• Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
• Title not available (Why is that?)
• 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

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