Some statistical properties of above-threshold excursions of random processes

DOI10.1088/0305-4470/34/7/302MaRDI QIDQ2716254zbMATH OpenOpenAlexFDO

Authors D. Blacknell, R. J. A. Tough, M. Jahangir, F. Piccolo

Publication date 6 June 2001

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/34/7/302, https://research.birmingham.ac.uk/en/publications/cf5c5d96-1d36-47c6-a620-f66aee6214d2

zbMATH Keywords

correlated gamma-distributed random fieldcorrelated Gaussian random fieldsthreshold exceedence problem

Mathematics Subject Classification ID

Random fields (60G60) Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(3)

• Correlations of peaks of Gaussian random fields
• Joint behaviour of precedences and exceedances in random threshold models
• On asymptotic distributions of exceedance statistics

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