The behaviour of a non-differentiable stationary Gaussian process after a level crossing-Reference-Cited by-同舟云学术

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The behaviour of a non-differentiable stationary Gaussian process after a level crossing

Published:1977-11 Issue:1 Volume:6 Page:77-86
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

De Maré Jacques

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference8 articles.

1. Convergence of Probability Measures;Billingsley,1968

2. Lipschitz behavior and integrability of characteristic functions;Boas;Ann. Math. Statist.,1967

3. Wave-length and amplitude in Gaussian noise;Lindgren;Adv. Applied Prob.,1972

4. Wave-length and amplitude for a stationary Gaussian process after a high maxinum;Lindgren;Z. Wahrscheinlichkeitstheorie verw. G.,1972

5. Discrete wave analysis of continuous stochastic processes;Lindgren;Stochastic Processes Appl.,1973

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Maximum of Stationary Non-Differentiable Gaussian Processes;Advances in Safety and Reliability;1997

2. Model fields in crossing theory: a weak convergence perspective;Advances in Applied Probability;1988-12

3. Model fields in crossing theory: a weak convergence perspective;Advances in Applied Probability;1988-12

4. Weak convergence of probability measures in spaces of smooth functions;Stochastic Processes and their Applications;1986-12

5. A Survey of Recent Progress on Level-Crossing Problems for Random Processes;Communications and Networks;1986

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