The excursions of a stationary Gaussian process outside a large two-dimensional region

DOI10.1239/AAP/999187901zbMath0979.60020OpenAlexW1980184095MaRDI QIDQ2726722

Robert Illsley

Publication date: 3 February 2002

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/999187901

zbMATH Keywords

asymptotic distributionsmultivariate Gaussian processhigh level crossing

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

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