Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 6, pp. 1213-1214
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A. A. Rusakov. A limit theorem for the number of times the envelope of a Gaussian stationary stochastic process exceeds a high value. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 6, pp. 1213-1214. http://geodesic.mathdoc.fr/item/RM_2003_58_6_a14/
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author = {A. A. Rusakov},
title = {A~limit theorem for the number of times the envelope of {a~Gaussian} stationary stochastic process exceeds a~high value},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {1213--1214},
year = {2003},
volume = {58},
number = {6},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2003_58_6_a14/}
}
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[3] V. I. Piterbarg, Asymptotic Methods in the Theory of Gaussian Processes and Fields, Transl. Math. Monogr., 148, Amer. Math. Soc., Providence, RI, 1996 | MR
