New bounds for the first passage, wave-length and amplitude densities

DOI10.1016/0304-4149(90)90021-JzbMath0696.60100WikidataQ127704248 ScholiaQ127704248MaRDI QIDQ910841

Igor Rychlik

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

crossingsupcrossingdowncrossingsfirst passage densitymarked crossingsRice series

Mathematics Subject Classification ID

Gaussian processes (60G15) Special processes (60K99)

Related Items (4)

Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets ⋮ A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail ⋮ Computation of the distribution of the maximum of stationary Gaussian processes ⋮ Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes

Cites Work

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• A note on Durbin's formula for the first-passage density
• Extremes and related properties of random sequences and processes
• Level crossings of a stochastic process with absolutely continuous sample paths
• First and second passage times of Rayleigh processes (Corresp.)
• The distribution of intervals between zeros of a stationary random function
• The first-passage density of a continuous gaussian process to a general boundary
• Regression approximations of wavelength and amplitude distributions
• Rain-Flow-Cycle Distribution for Ergodic Load Processes
• On distribution function ? Moment relationships in a stationary point process
• Wave-length and amplitude in Gaussian noise
• Mathematical Analysis of Random Noise

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