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On the Shape of High Excursions of Gaussian Stationary Processes - MaRDI portal

On the Shape of High Excursions of Gaussian Stationary Processes (Q5107660)

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scientific article; zbMATH DE number 7194167
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On the Shape of High Excursions of Gaussian Stationary Processes
scientific article; zbMATH DE number 7194167

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    On the Shape of High Excursions of Gaussian Stationary Processes (English)
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    28 April 2020
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    Gaussian processes
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    trajectory
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    excursion form
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    asymptotics of high excursion probability
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