Slepian models for X2-processes with dependent components with application to envelope upcrossings
From MaRDI portal
Publication:4204887
DOI10.2307/3214314zbMath0686.60034OpenAlexW4254012898MaRDI QIDQ4204887
Publication date: 1989
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214314
Gaussian processlevel crossingenvelope of a stationary Gaussian processSlepian model for the local behaviour
Gaussian processes (60G15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items (17)
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ High excursions for nonstationary generalized chi-square processes ⋮ Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes ⋮ Extremes of Lp-norm of vector-valued Gaussian processes with trend ⋮ Extremes and limit theorems for difference of chi-type processes ⋮ Slepian noise approach for Gaussian and Laplace moving average processes ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ On maxima of chi-processes over threshold dependent grids ⋮ Tail asymptotic behavior of the supremum of a class of chi-square processes ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Slepian models for Gaussian random landscapes ⋮ Piterbarg theorems for chi-processes with trend ⋮ Limit laws for the maxima of stationary chi-processes under random index ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
This page was built for publication: Slepian models for X2-processes with dependent components with application to envelope upcrossings