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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1969 Volume 14, Issue 2, Pages 302–314 (Mi tvp1174)

This article is cited in 27 papers

Characteristics of excursions over a high level for a Gaussian process and its envelope

Yu. K. Belyaev, V. P. Nosko

Moscow

Abstract: In this paper, the well-known theorem due to M. Kac and D. Slepian [3] is proved for Gaussian processes under more general conditions close to necessary ones. Limit distributions of various characteristics of excursions over a high level are obtained for the envelopes of Gaussian processes.

Received: 15.01.1968


 English version:
Theory of Probability and its Applications, 1969, 14:2, 296–309

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