Radon-Nikodym derivatives, passages and maxima for a Gaussian process with particular covariance and mean

DOI10.2307/3212723zbMATH Open0329.60020OpenAlexW4254103118MaRDI QIDQ4095615FDOQ4095615

Authors Israel Bar-David 

Publication date 1975

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

Full work available at URL https://doi.org/10.2307/3212723

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Gaussian processes (60G15)

Cited in

(3)

• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
• Boundary crossing probabilities for \((q,d)\)-Slepian-processes
• The Cameron-Martin theorem for (\(p\)-)Slepian processes

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