Voir la notice de l'article provenant de la source Math-Net.Ru
@article{FPM_2018_22_3_a6, author = {E. V. Kremena}, title = {On the shape of a high excursion of a {Gaussian} stationary process}, journal = {Fundamentalʹna\^a i prikladna\^a matematika}, pages = {119--125}, publisher = {mathdoc}, volume = {22}, number = {3}, year = {2018}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a6/} }
E. V. Kremena. On the shape of a high excursion of a Gaussian stationary process. Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 119-125. http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a6/
[1] Belyaev Yu. K., Nosko V. P., “Kharakteristiki vybrosov za vysokii uroven gaussovskogo protsessa i ego ogibayuschei”, Teoriya veroyatn. i ee primen., 14:2 (1969), 302–314
[2] Nosko V. P., “Lokalnaya struktura odnorodnogo gaussovskogo sluchainogo polya v okrestnosti tochek vysokogo urovnya”, Teoriya veroyatn. i ee primen., 30:4 (1985), 722–736 | MR
[3] Nosko V. P., “Asimptoticheskie raspredeleniya kharakteristik vybrosov odnorodnogo gaussovskogo sluchainogo polya za vysokii uroven”, Teoriya veroyatn. i ee primen., 32:4 (1987), 722–733 | MR
[4] Leadbetter M. R., Lindgren G., Rootzen H., Extremes and Related Properties of Random Sequences and Processes, Springer, Berlin, 1983 | MR | Zbl
[5] Lindgren G., “Some properties of a normal process near a local maximum”, Ann. Math. Stat., 41 (1971), 1870–1883 | DOI | MR
[6] Pickands J., “Upcrossing probabilities for stationary Gaussian processes”, Trans. Am. Math. Soc., 145 (1969), 51–73 | DOI | MR | Zbl
[7] Piterbarg V. I., Asymptotic Methods in the Theory of Gaussian Processes and Fields, Transl. Math. Monogr., Amer. Math. Soc., Providence, 1996 | MR