The excursions of a stationary Gaussian process outside a large two-dimensional region

Advances in Applied Probability

Volumn 33, Issue 1, 2001, Pages 141-159

  Illsley, Robert ^a  

^a NONE   (United Kingdom)

Author keywords

Asymptotic distributions; Excursions; High level crossings; Multivariate Gaussian processes

Indexed keywords

ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; VECTORS;

COVARIANCE MATRIX; GAUSSIAN PROCESS;

PROBABILITY DISTRIBUTIONS;

EID: 0035271386     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/999187901     Document Type: Article

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