Computing the distribution of the maximum of Gaussian random processes (Q1417672)

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scientific article; zbMATH DE number 2021291
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Computing the distribution of the maximum of Gaussian random processes
scientific article; zbMATH DE number 2021291

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    Computing the distribution of the maximum of Gaussian random processes (English)
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    5 January 2004
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    crossings of a level
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    distribution of the maximum
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    Gaussian process
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    Rice's method
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