Exact Asymptotic Behavior of the Probability of a Large Span of a Stationary Gaussian Process
| Autor: | V. P. Prisyazhnyuk, Vladimir I. Piterbarg |
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| Rok vydání: | 1982 |
| Předmět: |
Statistics and Probability
Generalized inverse Gaussian distribution Ornstein–Uhlenbeck process Gaussian random field Gaussian filter Inverse Gaussian distribution symbols.namesake Additive white Gaussian noise Statistics symbols Gaussian function Statistical physics Statistics Probability and Uncertainty Gaussian process Mathematics |
| Zdroj: | Theory of Probability & Its Applications. 26:468-484 |
| ISSN: | 1095-7219 0040-585X |
| DOI: | 10.1137/1126054 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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