Sojourns above a high level for a gaussian process with a point of maximum variance

DOI10.1002/CPA.3160380505zbMATH Open0578.60040OpenAlexW2051467712MaRDI QIDQ3700529FDOQ3700529

Simeon M. Berman

Publication date: 1985

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160380505

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zbMATH Keywords

limiting property of the distribution of the sojourn timeunique maximum

Mathematics Subject Classification ID

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

Cites Work

• A sojourn limit theorem for gaussian processes with increasing variance

Cited In (14)

• Sojourn times of Gaussian processes with trend
• A sojourn limit theorem for gaussian processes with increasing variance
• Approximation of sojourn times of Gaussian processes
• Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
• Sojourn times of Gaussian processes with random parameters
• Title not available (Why is that?)
• Extremes of Gaussian processes with maximal variance near the boundary points
• The maximum of a Gaussian process with nonconstant variance
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Extreme sojourns of a Gaussian process with a point of maximum variance
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• An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments

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