Excursions of a Gaussian process with variable variance above a barrier increasing to infinity

DOI10.1007/s11006-006-0149-9zbMath1114.60031OpenAlexW2354142775MaRDI QIDQ881112

Sergey G. Kobelkov

Publication date: 21 May 2007

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

Full work available at URL: https://doi.org/10.1007/s11006-006-0149-9

zbMATH Keywords

fractional Brownian motioncovariance functionGaussian processexcursions of Gaussian processeslevel-crossing probability

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

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• On convergence of the uniform norms for Gaussian processes and linear approximation problems
• On Crossings of Arbitrary Curves by Certain Gaussian Processes
• Upcrossing Probabilities for Stationary Gaussian Processes
• Extremes of Gaussian processes with maximal variance near the boundary points

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