High Level Occupation Times for Continuous Gaussian Processes

• 1 June 1973
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 1  (3) , 388-397
• https://doi.org/10.1214/aop/1176996933

Abstract

Keywords

• COVARIANCE FUNCTION
• ASYMPTOTIC DISTRIBUTION
• GAUSSIAN PROCESSES
• GAUSSIAN PROCESS