Duration Distribution of the Conjunction of Two Independent F Processes

DOI10.1239/jap/1269610824zbMath1196.60095OpenAlexW2034026895MaRDI QIDQ3550997

M. A. Jebrini, M. T. Alodat, Mohammad Al-Rawwash

Publication date: 8 April 2010

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

Full work available at URL: https://doi.org/10.1239/jap/1269610824

zbMATH Keywords

Gaussian processconjunctionexcursion setupcrossingduration distribution\(F\) processdowncrossing

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (8)

An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data ⋮ Unnamed Item ⋮ On the probability of conjunctions of stationary Gaussian processes ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics ⋮ Unnamed Item ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays ⋮ Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids ⋮ Extremes of order statistics of stationary processes

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• Probability approximations via the Poisson clumping heuristic
• A test for a conjunction
• Local Maxima and the Expected Euler Characteristic of Excursion Sets of χ ², F and t Fields
• The size of the connected components of excursion sets of χ², t and F fields

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