Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes

DOI10.1007/BF01139955zbMATH Open0553.60043OpenAlexW2041336016MaRDI QIDQ802200FDOQ802200

Authors: I. Eh. Simonova, V. I. Piterbarg 

Publication date: 1984

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01139955

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zbMATH Keywords

asymptotic expansions

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

Cites Work

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Cited In (4)

• Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
• Probability of a large excursion of a nonstationary Gaussian process. I
• Asymptotic expansions for functions of the increments of certain Gaussian processes
• On approximating the probability of a large excursion of a nonstationary Gaussian process

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