Central limit theorem for wave-functionals of Gaussian processes

DOI10.1239/aap/1029954271zbMath0934.60034MaRDI QIDQ4257255

Igor Rychlik, Vladimir I. Piterbarg

Publication date: 29 September 1999

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

Full work available at URL: https://doi.org/10.1239/aap/1029954271

zbMATH Keywords

central limit theorem; crossings; strong mixing property; Slepian models

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G35: Signal detection and filtering (aspects of stochastic processes)

60K40: Other physical applications of random processes

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