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)

Title not available (Why is that?)
Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)
On excursion sets, tube formulas and maxima of random fields.
Some asymptotic formulas for the Bogoliubov Gaussian measure
Functional Feynman-Kac equations for limit lognormal multifractals
On smoothness properties of spatial processes
A comparison of Kriging with nonparametric regression methods
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Multipower variation for Brownian semistationary processes
Stationary min-stable stochastic processes
Algebraic polynomials with symmetric random coefficients
Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
Measuring the roughness of random paths by increment ratios
The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
Asymptotics for \(p\)-value based threshold estimation in regression settings
Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
Bayesian nonparametric regression with varying residual density
Testing monotonicity of regression.
On estimation of the extended Orey index for Gaussian processes
Monochromaticity of orientation maps in V1 implies minimum variance for hypercolumn size
Orientation maps in V1 and non-Euclidean geometry
On the excursion random measure of stationary processes
New bounds for the first passage, wave-length and amplitude densities
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
K-distributed vector random fields in space and time
New features on real zeros of random polynomials
SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
Nonparametric binary regression using a Gaussian process prior
Rice formulae and Gaussian waves
Conditional Monte Carlo method for dynamic systems with random properties
Distribution of the height of local maxima of Gaussian random fields
Some remarks on the Smoluchowski-Kramers approximation
On the average number of level crossings of certain Gaussian random polynomials
The real zeros of a random algebraic polynomial with dependent coefficients
Flocking in noisy environments
On the distribution of the maximum of a Gaussian field with \(d\) parameters
Nodal length fluctuations for arithmetic random waves
Posterior consistency of Gaussian process prior for nonparametric binary regression
A simplified representation of the covariance structure of axially symmetric processes on the sphere
Subspace based system identification with periodic excitation signals
Phase transition and level-set percolation for the Gaussian free field
Penalized maximum likelihood and semiparametric second-order efficiency
Life expectancy under random censorship
Oscillators submitted to squared Gaussian processes
On convergence rates of suprema
Nonlinear stochastic differential equations
A penalized empirical likelihood method in high dimensions
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
On the second moment of the number of crossings by a stationary Gaussian process
On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
On solutions of stochastic differential equations with parameters modeled by random sets
The exact distribution of extremes of a non-Gaussian process
A note on the higher moments of the Euler characteristic of the excursion sets of random fields
Coalescing and noncoalescing stochastic flows in \(R_ 1\)
Randomness in deterministic difference equations
Wavelets and stochastic processes
Martingale approximations for continuous-time and discrete-time stationary Markov processes
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming
An analysis of visual detection by temporal probability summation
On joint universality of the Riemann zeta-function
Local maxima of Gaussian fields
A stochastic model in mobile communications
Some new normal comparison inequalities related to Gordon's inequality
The asymptotic distributions of kernel estimators of the mode
Brittle power: On Roman Emperors and exponential lengths of rule
A comparative study of Gaussian geostatistical models and Gaussian Markov random field models
Gaussian process emulators for computer experiments with inequality constraints
Weak convergence of high level exceedances by a stationary sequence
Stochastic cooperativity in nonlinear dynamics of genetic regulatory networks
Zeroes of Gaussian analytic functions with translation-invariant distribution
Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
Gaussian processes for computer experiments
On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
The effects of stochastic environments on allele frequencies in natural populations
Formule de Rice en dimension d
Multiple testing of local maxima for detection of peaks in 1D
ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS
On the expected number of zero crossings of a random algebraic polynomial
On convergence of the uniform norms for Gaussian processes and linear approximation problems
Limit theorems on the self-normalized range for weakly and strongly dependent processes
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
Student processes
Expected number of real zeros for random linear combinations of orthogonal polynomials
Asymptotic properties of MLE for partially observed fractional diffusion system
Stationary infinitely divisible processes
Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
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

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