Approximating probabilities of first passage in a particular gaussian process

DOI10.1080/03610928608829215zbMath0659.60063OpenAlexW2055829878MaRDI QIDQ3808955

Joseph Glaz, Joseph I. Naus

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829215

zbMATH Keywords

Gaussian processapproximationexpected waiting timetwo-parameter Gaussian fieldwaiting times of first passage

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35)

Uses Software

• IMSL Numerical Libraries

Cites Work

• The supremum of a particular Gaussian field
• The asymptotic distribution of the scan statistic under uniformity
• On the increments of Wiener and related processes
• Gaussian processes, moving averages and quick detection problems
• On the Distributions of Scan Statistics
• Approximations for Distributions of Scan Statistics
• On the threshold effect in radar range estimation (Corresp.)
• First Passage Time for a Particular Gaussian Process

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