CHARACTERISTICS OF EXCURSIONS ABOVE A HIGH LEVEL FOR A GAUSSIAN PROCESS AND ITS ENVELOPE

被引：22

作者：

BELYAEV, YK

NOSKO, VP

机构：

来源：

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1969年 / 14卷 / 02期

关键词：

D O I：

10.1137/1114036

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：296 / &

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[3]

BELYAEV YK, 1968, THEORY PROB APPLICAT, V13, P543

[4]

Cramer H., 1967, STATIONARY RELATED S

[5] LARGE EXCURSIONS OF GAUSSIAN-PROCESSES [J].

KAC, M ;

SLEPIAN, D .

ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (04) :1215-1228

[6]

TIKHONOV VI, 1956, RADIOTEK EL, V1, P213

[7]

VOLKONSKII VA, 1960, THEOR PROBAB APPL, V5, P323