The supremum distribution of another Gaussian process

DOI10.2307/3213173MaRDI QIDQ3900749zbMATH OpenOpenAlexFDO

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

This page was built for publication: The supremum distribution of another Gaussian process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3900749)