Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
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Publication:3914147
DOI10.2307/1998362zbMath0463.60034OpenAlexW4240996129MaRDI QIDQ3914147
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/1998362
Gaussian processes (60G15) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10) Sample path properties (60G17) Sequential statistical analysis (62L10)
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- Repeated Significance Tests for a Normal Mean
- On distribution function ? Moment relationships in a stationary point process
- Upcrossing Probabilities for Stationary Gaussian Processes
- Asymptotic Properties of Gaussian Processes
- Regularly varying functions
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