Boundary crossing probabilities for stationary Gaussian processes and Brownian motion
J Cuzick - Transactions of the American Mathematical Society, 1981 - ams.org
Let $ X (t) $ be a stationary Gaussian process, $ f (t) $ a continuous function, and $ T $ a
finite or infinite interval. This paper develops asymptotic estimates for $ P (X (t)\geqslant f (t) …
finite or infinite interval. This paper develops asymptotic estimates for $ P (X (t)\geqslant f (t) …
[PDF][PDF] BOUNDARY CROSSING PROBABILITIES FOR STATIONARY GAUSSIAN PROCESSES AND
J CUZICK - american mathematical society, 1981 - scholar.archive.org
Let X (t) be a stationary Gaussian process,/(/) a continuous function, and T a finite or infinite
interval. This paper develops asymptotic estimates for P (X (t)> fit), some/er) when this …
interval. This paper develops asymptotic estimates for P (X (t)> fit), some/er) when this …
Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
J Cuzick - Transactions of the American Mathematical Society, 1981 - JSTOR
Let X(t) be a stationary Gaussian process, f(t) a continuous function, and T a finite or infinite
interval. This paper develops asymptotic estimates for P(X)(t)\geqslantf(t), some t∈T) when …
interval. This paper develops asymptotic estimates for P(X)(t)\geqslantf(t), some t∈T) when …
[引用][C] BOUNDARY CROSSING PROBABILITIES FOR STATIONARY GAUSSIAN PROCESSES AND BROWNIAN MOTION
J CUZICK - 1981 - pascal-francis.inist.fr
BOUNDARY CROSSING PROBABILITIES FOR STATIONARY GAUSSIAN PROCESSES
AND BROWNIAN MOTION CNRS Inist Pascal-Francis CNRS Pascal and Francis …
AND BROWNIAN MOTION CNRS Inist Pascal-Francis CNRS Pascal and Francis …