Slepian Models and Regression Approximations in Crossing and Extreme Value Theory

DOI10.2307/1403443MaRDI QIDQ3989149zbMATH OpenOpenAlexFDO

Authors Georg Lindgren, Igor Rychlik

Publication date 28 June 1992

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403443

zbMATH Keywords

Gaussian processesreliabilitynumerical approximationschi-squared processesSlepian modelamplitude and wavelength distributioncrossing theory for stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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(14)

• Ramp crossings for Slepian's process (Corresp.)
• Extreme value theory for stochastic processes
• Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
• Slepian models for X²-processes with dependent components with application to envelope upcrossings
• Cycle range distributions for Gaussian processes -- exact and approximative results
• Constrained stochastic simulation -- generation of time series around some specific event in a normal process
• scientific article; zbMATH DE number 3879825 (Why is no real title available?)
• Wave intensities and slopes in Lagrangian seas
• Slepian noise approach for Gaussian and Laplace moving average processes
• Slepian models for Gaussian random landscapes
• Extremes, rainflow cycles and damage functionals in continuous random processes
• The relation between wave asymmetry and particle orbits analysed by Slepian models
• Slepian models for the stochastic shape of individual Lagrange sea waves
• Palm distributions of wave characteristics in encountering seas

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