Slepian models for non-stationary Gaussian processes

DOI10.2307/3214624zbMath0771.60025OpenAlexW2335418787MaRDI QIDQ5285999

Tamar Gadrich, Robert J. Adler

Publication date: 29 June 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214624

zbMATH Keywords

nonstationary processesupcrossinglocal maximumSlepian model process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items (3)

On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields ⋮ The relation between wave asymmetry and particle orbits analysed by Slepian models ⋮ Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes

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