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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 302–314
(Mi tvp1174)
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This article is cited in 27 scientific papers (total in 27 papers)
Characteristics of excursions over a high level for a Gaussian process and its envelope
Yu. K. Belyaev, V. P. Nosko Moscow
Abstract:
In this paper, the well-known theorem due to M. Kac and D. Slepian [3] is proved for Gaussian processes under more general conditions close to necessary ones. Limit distributions of various characteristics of excursions over a high level are obtained for the envelopes of Gaussian processes.
Received: 15.01.1968
Citation:
Yu. K. Belyaev, V. P. Nosko, “Characteristics of excursions over a high level for a Gaussian process and its envelope”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 302–314; Theory Probab. Appl., 14:2 (1969), 296–309
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Abstract page: | 404 | Full-text PDF : | 239 | First page: | 6 |
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