Wave-length and amplitude for a stationary Gaussian process after a high maximum

DOI10.1007/BF00532515zbMath0244.60036MaRDI QIDQ5656163

Georg Lindgren

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Large deviations principle for the cubic NLS equation, The behaviour of a non-differentiable stationary Gaussian process after a level crossing, Functional limits of empirical distributions in crossing theory, Local maxima of Gaussian fields

Cites Work

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• Wave-length and amplitude in Gaussian noise
• Limit Theorems for the Maximum Term in Stationary Sequences