On approximating the probability of a large excursion of a nonstationary Gaussian process

DOI10.1007/S11202-010-0015-6zbMath1205.60076OpenAlexW2114825555MaRDI QIDQ606004

M. S. Muminov

Publication date: 15 November 2010

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11202-010-0015-6

zbMATH Keywords

factorial momentslarge excursionmaximum distributionsmean square derivativesNonstationary Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• On the convergence rate of maximal deviation distribution for kernel regression estimates
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• Probability of a large excursion of a nonstationary Gaussian process. I
• On some global measures of the deviations of density function estimates
• Large Deviations of Random Processes Close to Gaussian Ones
• The Expected Number of Zeros of a Stationary Gaussian Process
• A Note on the Absence of Tangencies in Gaussian Sample Paths
• Remarks on a Multivariate Transformation
• Mathematical Analysis of Random Noise
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