First Passage Time for a Particular Gaussian Process
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Publication:5619532
DOI10.1214/aoms/1177693323zbMath0216.21203OpenAlexW2048278615MaRDI QIDQ5619532
Publication date: 1971
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177693323
Related Items (27)
Some limit results on supremum of Shepp statistics for fractional Brownian motion ⋮ Extremes of a class of nonhomogeneous Gaussian random fields ⋮ The Cameron-Martin theorem for (\(p\)-)Slepian processes ⋮ Boundary crossing probabilities for \((q,d)\)-Slepian-processes ⋮ Approximations for the boundary crossing probabilities of moving sums of normal random variables ⋮ Survival exponents for some Gaussian processes ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Large deviations of Shepp statistics for fractional Brownian motion ⋮ Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics ⋮ Karhunen-Loève expansion for additive Slepian processes ⋮ Block records and maxima of the increments of the Wiener process ⋮ Approximating probabilities of first passage in a particular gaussian process ⋮ First passage times for Slepian process with linear and piecewise linear barriers ⋮ The joint distribution of running maximum of a Slepian process ⋮ Extremes of Shepp statistics for fractional Brownian motion ⋮ Universality of the REM for dynamics of mean-field spin glasses ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Approximations for the boundary crossing probabilities of moving sums of random variables ⋮ Limit laws on extremes of nonhomogeneous Gaussian random fields ⋮ High excursions of Bessel process and other processes of Bessel type ⋮ Patterns in Random Walks and Brownian Motion ⋮ How big must be the increments of a Wiener process? ⋮ Power of the MOSUM test for online detection of a transient change in mean ⋮ Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) ⋮ Approximating Shepp's constants for the Slepian process ⋮ First passage time for some stationary processes ⋮ On the distribution of functionals of stationary Gaussian processes
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