A note on Durbin's formula for the first-passage density
From MaRDI portal
Publication:578742
DOI10.1016/0167-7152(87)90094-0zbMath0624.60063OpenAlexW1975134418MaRDI QIDQ578742
Publication date: 1987
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(87)90094-0
Related Items
Chord-length distribution functions and Rice formulae. Application to random media, Evaluating nearly singular multinormal expectations with application to wave distributions, New bounds for the first passage, wave-length and amplitude densities, On estimating the rate of return, Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes, Extremes, rainflow cycles and damage functionals in continuous random processes, Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
Cites Work
