Certain Properties of Gaussian Processes and Their First-Passage Times
- 1 September 1965
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 27 (3) , 505-522
- https://doi.org/10.1111/j.2517-6161.1965.tb00611.x
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
- The First Passage Time Density for Homogeneous Skip-free Walks on the ContinuumThe Annals of Mathematical Statistics, 1963
- First Passage Time for a Particular Gaussian ProcessThe Annals of Mathematical Statistics, 1961
- The First Passage Problem for a Continuous Markov ProcessThe Annals of Mathematical Statistics, 1953
- Recurrence times for the Ehrenfest modelPacific Journal of Mathematics, 1951
- On the First Passage Time Probability ProblemPhysical Review B, 1951
- Measure TheoryPublished by Springer Nature ,1950
- Heuristic Approach to the Kolmogorov-Smirnov TheoremsThe Annals of Mathematical Statistics, 1949
- On the Theory of the Brownian Motion IIReviews of Modern Physics, 1945
- The Brownian Movement and Stochastic EquationsAnnals of Mathematics, 1942