scientific article; zbMATH DE number 3259552

zbMATH Open0162.21102MaRDI QIDQ5544740FDOQ5544740

Authors: M. Ross Leadbetter, Harald Cramér 

Publication date: 1967

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

zbMATH Keywords

probability theory

Cited In (only showing first 100 items - show all)

• On the distribution of tail array sums for strongly mixing stationary sequences
• Normalizing bispectra
• The level crossings of random polynomials
• Identification of non-minimum phase linear stochastic systems
• Limit theorems in the space of analytic functions for the Hurwitz zeta-function with an algebraic irrational parameter
• A limit theorem for the Hurwitz zeta-function with algebraic irrational parameter
• Existence of minimum upcrossing controllers
• Title not available (Why is that?)
• A class of limiting distributions of high level excursions of Gaussian processes
• High level sojourns for strongly dependent Gaussian processes
• Testing appearance of linear trend
• Some examples of application of the metric entropy method
• Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
• Nodal intersections for arithmetic random waves against a surface
• Nodal intersections of random eigenfunctions against a segment on the 2-dimensional torus
• Assessing multivariate normality: a compendium
• Random polynomials
• Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
• A provably efficient algorithm for dynamic storage allocation
• Inverse acoustic scattering problem in half-space with anisotropic random impedance
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values
• On the formula of Mathews and Salam
• Spectral estimation of Gaussian random circles and spheres
• Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
• Crossings of second-order response processes subjected to LMA loadings
• Size distribution of fractured areas in one-dimensional systems
• The average number of level crossings of a random algebraic polynomial
• Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
• Value distribution of the Lerch zeta-function with algebraic irrational parameter. III
• Modeling sea-level change using errors-in-variables integrated Gaussian processes
• Random Sets: Models and Statistics
• Remembering Ross Leadbetter: some personal recollections
• Asymptotic normality of spectral estimates
• On weak convergence of functionals of stochastic processes with continuously differentiable paths
• Semi-groups of operators and stationary Gaussian processes
• Inverse scattering problem for a two dimensional random potential
• Continuous-time fractional ARMA processes
• Accurate rates of density estimators for continuous-time processes
• Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems
• Change point tests for the tail index of \(\beta\)-mixing random variables
• Level Crossings of a Random Polynomial with Hyperbolic Elements
• Geometrical characteristics of Gaussian sea waves
• The joint universality of Dirichlet \(L\)-functions and Lerch zeta-functions
• On a minimum correlation problem.
• Identification of continuous-time AR processes from unevenly sampled data
• Title not available (Why is that?)
• Topology-guided sampling of nonhomogeneous random processes
• Expected number of real zeros of Gaussian self-reciprocal random algebraic polynomials
• Nonlinear hyperbolic wave propagation in a one-dimensional random medium
• Sojourns and extremes of Fourier sums and series with random coefficients
• Estimating the probability that a multidimensional random process reaches the boundary of a region
• The \(K\)-level crossings of a random algebraic polynomial with dependent coefficients
• Probabilistic equivalence and stochastic model reduction in multiscale analysis
• Anomalous diffusion and the generalized Langevin equation
• Palm distributions of wave characteristics in encountering seas
• Nodal intersections for random waves on the 3-dimensional torus
• Nodal intersections for random waves against a segment on the 3-dimensional torus
• Random marked sets
• Stationary and self-similar processes driven by Lévy processes
• Construction of non-Gaussian random fields with any given correlation structure
• \(\ell_1\)-symmetric vector random fields
• Computational enhancements to Bayesian design of experiments using Gaussian processes
• The problem of averaging random structures in terms of distribution functions
• Stationary Gaussian processes with trajectories in generalized Sobolev spaces
• Boundedness of level lines for two-dimensional random fields
• Value-distribution of the Lerch zeta-function with algebraic irrational parameter. I
• A scalar-valued infinitely divisible random field with Pólya autocorrelation
• Mathematical analysis of some iterative methods for the reconstruction of memory kernels
• Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
• A stochastic Remes algorithm
• A random field model for estimating the content of soil layers
• Statistical causality and separable processes
• Stochastic eigenvalue problems for differential equations
• Structural, continuity, and asymptotic properties of a branching particle system
• Asymptotic behavior of the prediction error for stationary sequences
• Space and spectral domain relative entropy for homogeneous random fields
• Hölder continuity of sample paths in Euclidean field theory
• Gaussian sample functions and the Hausdorff dimension of level crossings
• Level sets of random fields and applications: specular points and wave crests
• Granger causality from quantized measurements
• Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation
• Characterization of random microstructural stresses and fracture estimation
• Projections on spherical cones, maximum of Gaussian fields and Rice's method.
• Long-term fading channel estimation from sample covariances
• Scalar curvature and \(Q\)-curvature of random metrics
• Wave intensities and slopes in Lagrangian seas
• Title not available (Why is that?)
• Convergence analysis of smoothed stochastic gradient-type algorithm
• Extreme value theory for continuous parameter stationary processes
• On expected number of real zeros of a random hyperbolic polynomial with dependent coefficients
• Elliptic self-similar stochastic processes
• Symmetric Laplace transform and its application to parametric identification of linear systems
• Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
• Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
• On the Fourier series of a stationary process. II
• Analysis of a general recursive prediction error identification algorithm
• A Bayesian approach to flexible modeling of multivariable response functions
• Generalized level crossings and tangencies of a random field with smooth sample functions
• Real zeros of a class of hyperbolic polynomials with random coefficients
• Identification and optimal estimation of random fields from scattered pointwise data

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