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Sibirskii Matematicheskii Zhurnal, 2010, Volume 51, Number 1, Pages 175–195 (Mi smj2075)  
This article is cited in 3 scientific papers (total in 3 papers)

On approximating the probability of a large excursion of a nonstationary Gaussian process

M. S. Muminov

Institute for Mathematics and Information Technologies of the National Academy of Sciences of Uzbekistan, Tashkent, Uzbekistan
Full-text PDF (372 kB) Citations (3)
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Abstract: We consider a nonstationary Gaussian process with the zero mean and unit variance which possesses the mean square derivative. We study the asymptotic behavior of the maximum Gaussian processes on both finite and increasing intervals. The results are applied to studying the maximal deviation of empirical density and the regression curve on a finite interval.
Keywords: nonstationary Gaussian process, asymptotic behavior, maximum distributions, level crossing, factorial moments, mean square derivatives.
Received: 07.05.2008
Revised: 21.05.2009
English version:
Siberian Mathematical Journal, 2010, Volume 51, Issue 1, Pages 144–161
DOI: https://doi.org/10.1007/s11202-010-0015-6
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: M. S. Muminov, “On approximating the probability of a large excursion of a nonstationary Gaussian process”, Sibirsk. Mat. Zh., 51:1 (2010), 175–195; Siberian Math. J., 51:1 (2010), 144–161
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
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    References:35
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