Extremes of realizations of continuous time stationary stochastic processes on closed intervals

DOI10.1016/0022-247X(66)90006-0zbMath0139.34202MaRDI QIDQ2522343

O. Ditlevson

Publication date: 1966

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

probability theory

Cites Work

• On the Mean Number of Crossings of a Level by a Stationary Gaussian Process
• First Passage Time for a Particular Gaussian Process
• On the maximum of a normal stationary stochastic process
• Random Fourier Transforms
• The First Passage Problem for a Continuous Markov Process
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