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ON THE PROBABILITY OF SIMULTANEOUS EXTREMES OF TWO GAUSSIAN NONSTATIONARY PROCESSES.
- Source :
- Theory of Probability & Its Applications; 2006, Vol. 50 Issue 3, p353-366, 14p
- Publication Year :
- 2006
-
Abstract
- The article focuses on the study conducted in Moscow, Russia regarding the probability of simultaneous extremes of Gaussian nonstationary processes. The author discusses the probability of simultaneous extremes of two Gaussian nonstationary processes. Moreover, he talks about the asymptotic properties of large deviations of Gaussian fields.
- Subjects :
- GAUSSIAN processes
STOCHASTIC processes
PROBABILITY theory
Subjects
Details
- Language :
- English
- ISSN :
- 0040585X
- Volume :
- 50
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Theory of Probability & Its Applications
- Publication Type :
- Academic Journal
- Accession number :
- 23679082
- Full Text :
- https://doi.org/10.1137/S0040585X97981809