On the Shape of High Excursions of Gaussian Stationary Processes

DOI10.1137/S0040585X97T989854zbMath1437.60022OpenAlexW3018504303MaRDI QIDQ5107660

E. V. Kremena

Publication date: 28 April 2020

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989854

zbMATH Keywords

Gaussian processestrajectoryasymptotics of high excursion probabilityexcursion form

Mathematics Subject Classification ID

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

Cites Work

• Upcrossing Probabilities for Stationary Gaussian Processes
• Unnamed Item

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