Probability of a large excursion of a nonstationary Gaussian process. I

DOI10.1007/BF00966300zbMath0579.60030OpenAlexW4249230461MaRDI QIDQ1067298

B. George

Publication date: 1985

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00966300

zbMATH Keywords

convergence rate

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (3)

On approximating the probability of a large excursion of a nonstationary Gaussian process ⋮ Probabilities of high excursions of Gaussian fields ⋮ ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES

Cites Work

• Gaussian stochastic processes
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