The behaviour of a non-differentiable stationary Gaussian process after a level crossing

DOI10.1016/0304-4149(77)90019-9zbMath0364.60061OpenAlexW2004587570MaRDI QIDQ1240958

Jacques de Maré

Publication date: 1977

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(77)90019-9

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (3)

Weak convergence of probability measures in spaces of smooth functions ⋮ Functional limits of empirical distributions in crossing theory ⋮ Gaussian stochastic processes

Cites Work

• Unnamed Item
• Unnamed Item
• Discrete wave-analysis of continuous stochastic processes
• Lipschitz Behavior and Integrability of Characteristic Functions
• Upcrossing Probabilities for Stationary Gaussian Processes
• Wave-length and amplitude in Gaussian noise
• Wave-length and amplitude for a stationary Gaussian process after a high maximum
• Asymptotic Properties of Gaussian Processes

This page was built for publication: The behaviour of a non-differentiable stationary Gaussian process after a level crossing