Some statistical properties of above-threshold excursions of random processes

DOI10.1088/0305-4470/34/7/302zbMath0965.82022OpenAlexW1978360095MaRDI QIDQ2716254

Mostafa Jahangir, D. Blacknell, Robert J. A. Tough, F. Piccolo

Publication date: 6 June 2001

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/34/7/302

zbMATH Keywords

correlated gamma-distributed random fieldcorrelated Gaussian random fieldsthreshold exceedence problem

Mathematics Subject Classification ID

Random fields (60G60) Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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