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Approximating Shepp's constants for the Slepian process - MaRDI portal

Approximating Shepp's constants for the Slepian process (Q2322664)

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English
Approximating Shepp's constants for the Slepian process
scientific article

    Statements

    title
    Approximating Shepp's constants for the Slepian process (English)
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    author
    Jack Noonan
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    Anatoly A. Zhigljavsky
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    publication date
    5 September 2019
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    zbMATH Keywords
    Slepian process
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    extreme value theory
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    boundary crossing probability
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    Identifiers

    zbMATH DE Number
    7101662
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    OpenAlex ID
    W2964294236
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    arXiv ID
    1812.11101
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