Characteristics of Excursions above a High Level for a Gaussian Process and Its Envelope
- 1 January 1969
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 14 (2), 296-309
- https://doi.org/10.1137/1114036
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- On the Number of Exits Across the Boundary of a Region by a Vector Stochastic ProcessTheory of Probability and Its Applications, 1968
- An Ergodic Theorem on the Distribution of the Duration of FadesTheory of Probability and Its Applications, 1960
- Large Excursions of Gaussian ProcessesThe Annals of Mathematical Statistics, 1959