Slepian models for non-stationary Gaussian processes-Reference-Cited by-同舟云学术

Slepian models for non-stationary Gaussian processes

Published:1993-03 Issue:1 Volume:30 Page:98-111
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Gadrich Tamar,Adler Robert J.

Abstract

We give explicit expressions for the Slepian model process of non-stationary Gaussian processes following level crossings and local maxima. We also include a detailed analysis of the high-level case.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference9 articles.

1. Some Properties of a Normal Process Near a Local Maximum

2. Reliability of Daniels systems subject to quasistatic and dynamic nonstationary Gaussian load processes

3. Extremes and Related Properties of Random Sequences and Processes

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