BOUNDARY CROSSING PROBABILITIES FOR STATIONARY GAUSSIAN-PROCESSES AND BROWNIAN-MOTION

被引：17

作者：

CUZICK, J ^{[1
]}

机构：

[1] COLUMBIA UNIV, DEPT MATH STAT, NEW YORK, NY 10027 USA

来源：

关键词：

D O I：

10.2307/1998362

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：469 / 492

页数：24

共 17 条

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[5]

Cramer H., 1967, STATIONARY RELATED S

[6]

FERNIQUE X, 1964, CR HEBD ACAD SCI, V258, P6058

[7]

Ito K., 1974, DIFFUSION PROCESSES

[8]

KOZACENKO JV, 1976, THEORY PROB MATH STA, V12, P65

[9]

McPherson CK, 1971, JR STAT SOC A, V134, P15

[10] UPCROSSING PROBABILITIES FOR STATIONARY GAUSSIAN PROCESSES [J].

PICKANDS, J .