Geodesic
On the shape of a high excursion of a Gaussian stationary process
Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 119-125 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

We investigate the shape of an excursion above a high level $u$ by a stationary Gaussian process. The shape depends on the conditioned mean and covariances of the underlying process. The paths vary slightly around a deterministic trend. The probability of such event can be determined asymptotically exactly for $u\rightarrow\infty$.

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