Occupation times of stationary gaussian processes

1 December 1970

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 7 (3) , 721-733
https://doi.org/10.2307/3211949

Abstract

Let X(t), t ≧ 0, be a stationary Gaussian process with zero mean, unit variance and continuous covariance function r(t). Suppose that, for some ε > 0 so that there is a version of the process whose sample functions are continuous [1].

Keywords

FUNCTIONS
OCCUPATION
STATIONARY GAUSSIAN
COVARIANCE
SUPPOSE
GAUSSIAN PROCESSES
TIMES OF STATIONARY

This publication has 1 reference indexed in Scilit:

Some Limit Theorems for Random Functions. I
Theory of Probability and Its Applications, 1959