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Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region - MaRDI portal

Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region (Q4618073)

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scientific article; zbMATH DE number 7014717
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Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region
scientific article; zbMATH DE number 7014717

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    Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region (English)
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    7 February 2019
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    Gaussian vector process
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    large excursions of trajectories
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    asymptotic behavior
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    Rice's method
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    Laplace method
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    point process
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