scientific article; zbMATH DE number 1166284

zbMATH Open0903.60029MaRDI QIDQ4396586FDOQ4396586

Authors: V. I. Piterbarg 

Publication date: 8 September 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviationslimit theoremsrandom processescrossings

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Random fields (60G60)

Cited In (19)

• Probabilities of high excursions of Gaussian fields
• On excursion sets, tube formulas and maxima of random fields.
• Some statistical properties of above-threshold excursions of random processes
• On the capacity functional of excursion sets of Gaussian random fields on \(\mathbb{R}^{2}\)
• Large excursion probabilities for random fields close to Gaussian ones
• Rice formulae and Gaussian waves
• Rice formulas and Gaussian waves. II
• On the distribution of the maximum of a Gaussian field with \(d\) parameters
• On approximating the probability of a large excursion of a nonstationary Gaussian process
• Projections on spherical cones, maximum of Gaussian fields and Rice's method.
• Ruin Probability for the Integrated Gaussian Process with Force of Interest
• Title not available (Why is that?)
• Massive excursions of Gaussian isotropic fields. Method of moments
• Method of moments for exit probabilities of Gaussian vector processes from a large region
• Title not available (Why is that?)
• On Rice's formula for stationary multivariate piecewise smooth processes
• Origin of Rice's formula
• Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit
• Intensity of crossings of a given level by a homogeneous random field

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