Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes
- 1 July 1984
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 17 (2) , 285-312
- https://doi.org/10.1016/0304-4149(84)90006-1
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- Model Processes in Nonlinear Prediction with Application to Detection and AlarmThe Annals of Probability, 1980
- Point processes of exits by bivariate Gaussian processes and extremal theory for the χ2-process and its concomitantsJournal of Multivariate Analysis, 1980
- On the Number of Exits Across the Boundary of a Region by a Vector Stochastic ProcessTheory of Probability and Its Applications, 1968