Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes

V. I. Piterbarg; I. E. Simonova

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Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes

V. I. Piterbarg ; I. E. Simonova

Matematičeskie zametki, Tome 35 (1984) no. 6, pp. 909-920.

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@article{MZM_1984_35_6_a14,
     author = {V. I. Piterbarg and I. E. Simonova},
     title = {Asymptotic expansions for the probabilities of large runs of nonstationary {Gaussian} processes},
     journal = {Matemati\v{c}eskie zametki},
     pages = {909--920},
     publisher = {mathdoc},
     volume = {35},
     number = {6},
     year = {1984},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1984_35_6_a14/}
}

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V. I. Piterbarg; I. E. Simonova. Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Matematičeskie zametki, Tome 35 (1984) no. 6, pp. 909-920. http://geodesic.mathdoc.fr/item/MZM_1984_35_6_a14/