Characteristics of Excursions above a High Level for a Gaussian Process and Its Envelope

Previous article Next article Characteristics of Excursions above a High Level for a Gaussian Process and Its EnvelopeYu. K. Belyaev and V. P. NoskoYu. K. Belyaev and V. P. Noskohttps://doi.org/10.1137/1114036PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. I. Tikhonov, The influence of large fluctuations on electronic relays, Radiotekhnika i Elektronika, 1 (1956), 213–224, (In Russian.) Google Scholar[2] V. A. Volkonskii, An ergodic theorem on the distribution of the duration of fades, Theory Prob. Applications, 5 (1960), 323–326 10.1137/1105032 LinkGoogle Scholar[3] Mark Kac and , David Slepian, Large excursions of Gaussian processes, Ann. Math. Statist., 30 (1959), 1215–1228 MR0115222 0089.34101 CrossrefGoogle Scholar[4] Harald Cramér and , M. R. Leadbetter, Stationary and related stochastic processes. 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