Sojourn Times of Gaussian Processes with Random Parameters.
| Autor: | Popivoda, Goran, Stamatović, Siniša |
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| Zdroj: | Journal of Theoretical Probability; Sep2024, Vol. 37 Issue 3, p2023-2053, 31p |
| Abstrakt: | In this paper, we investigate the sojourn times of conditionally Gaussian processes, i.e., the sojourns of ξ (t) + λ - ζ t β and ξ (t) (λ - ζ t β) , t ∈ [ 0 , T ] , T > 0 , where ξ is a Gaussian zero-mean stationary process and λ and ζ are random variables independent of ξ (·) , and β > 0 is a constant. [ABSTRACT FROM AUTHOR] |
| Databáze: | Complementary Index |
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