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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 302–314 (Mi tvp1174)  

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
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 2, Pages 296–309
DOI: https://doi.org/10.1137/1114036
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{BelNos69}
\by Yu.~K.~Belyaev, V.~P.~Nosko
\paper Characteristics of excursions over a~high level for a~Gaussian process and its envelope
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 2
\pages 302--314
\mathnet{http://mi.mathnet.ru/tvp1174}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=266292}
\zmath{https://zbmath.org/?q=an:0194.49203|0181.44203}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 2
\pages 296--309
\crossref{https://doi.org/10.1137/1114036}
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  • https://www.mathnet.ru/eng/tvp/v14/i2/p302
  • This publication is cited in the following 27 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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