Extrema of Gaussian process by simulation

DOI10.1017/S000497270000383XzbMATH Open0625.60047MaRDI QIDQ3028001

Shababoddin Ghahreman

Publication date: 1987

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodstationary Gaussian processlevel-crossingssimulating stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Monte Carlo methods (65C05)

Cites Work

• Extremes and related properties of random sequences and processes

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