Maximum and High Level Excursion of a Gaussian Process with Stationary Increments

• 1 August 1972
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 43  (4) , 1247-1266
• https://doi.org/10.1214/aoms/1177692476

Abstract

Keywords

• GAUSSIAN PROCESS
• STATIONARY INCREMENTS
• PROCESS WITH STATIONARY
• HIGH LEVEL EXCURSION