Sojourn Times in a Cone for a Class of vector Gaussian Processes

DOI10.1137/0149034zbMath0671.60032OpenAlexW2048246390MaRDI QIDQ3823560

Simeon M. Berman

Publication date: 1989

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0149034

zbMATH Keywords

tightnesslocal timesojourn timestationary incrementsGaussian vector processes

Mathematics Subject Classification ID

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

Related Items (2)

On covariance functions with slowly or regularly varying modulo of continuity ⋮ Extrema of a Gaussian random field: Berman's sojourn time method

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