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

DOI10.1002/CPA.3160380505zbMath0578.60040OpenAlexW2051467712MaRDI QIDQ3700529

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

zbMATH Keywords

limiting property of the distribution of the sojourn timeunique maximum

Mathematics Subject Classification ID

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

Related Items (6)

Approximation of sojourn times of Gaussian processes ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ Unnamed Item ⋮ Sojourn times of Gaussian processes with trend ⋮ Unnamed Item ⋮ Extreme sojourns of a Gaussian process with a point of maximum variance

Cites Work

• A sojourn limit theorem for gaussian processes with increasing variance

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