High level sojourns for strongly dependent Gaussian processes

DOI10.1007/BF00533641zbMath0421.60033OpenAlexW2027964806MaRDI QIDQ3854370

Simeon M. Berman

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533641

zbMATH Keywords

stationary Gaussian processregular varying functionhermite polynomialshermite expansion sojourn time

Mathematics Subject Classification ID

Gaussian processes (60G15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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