Curves with equal intensity of upcrossing of a bivariate Gaussian process (Q1061414)
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scientific article; zbMATH DE number 3911404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Curves with equal intensity of upcrossing of a bivariate Gaussian process |
scientific article; zbMATH DE number 3911404 |
Statements
Curves with equal intensity of upcrossing of a bivariate Gaussian process (English)
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1985
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Let \(Z_ t=(z_{1t},z_{2t})\) be a bivariate stationary Gaussian process with real components and zero mean; let \(\Gamma\) be a surface given by the equation \(\Gamma (x)=0\), \(x\in R^ 2\); \(\mu\) (B) the intensity of exits of the process \(Z_ t\) through the set B, \(B\subset \Gamma\). The existence of the curves \(\Gamma_ c\) where the density of intensity is the constant \((\mu (d\Gamma (x))=c)\) is investigated.
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bivariate stationary Gaussian process
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intensity of exits
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