The supremum distribution of another Gaussian process

DOI10.2307/3213173zbMATH Open0453.60041OpenAlexW138748380MaRDI QIDQ3900749FDOQ3900749

Authors: Noel Cressie, Robert W. Davis 

Publication date: 1981

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

Full work available at URL: https://doi.org/10.2307/3213173

zbMATH Keywords

negative correlationfirst passage time distributionstationary Gaussian processsupremum distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cited In (1)

• Boundary crossing probabilities for \((q,d)\)-Slepian-processes

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