Density of the probability of a large rejection of a Gaussian stochastic process. II

DOI10.1007/BF00966264zbMath0675.60030MaRDI QIDQ1122214

S. H. Smith

Publication date: 1987

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

zbMATH Keywords

Gaussian processdensityAsymptotic propertiesrunaway

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (3)

A note on extreme values of locally stationary Gaussian processes ⋮ Probabilities of high excursions of Gaussian fields ⋮ Probabilities of large excursions of nearly Gaussian stochastic processes

Cites Work

• Probability of a large rejection of a nonstationary Gaussian process. II
• Unnamed Item

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