Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 302-314
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Yu. K. Belyaev; V. P. Nosko. Characteristics of excursions over a high level for a Gaussian process and its envelope. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 302-314. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/
@article{TVP_1969_14_2_a9,
author = {Yu. K. Belyaev and V. P. Nosko},
title = {Characteristics of excursions over a~high level for {a~Gaussian} process and its envelope},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {302--314},
year = {1969},
volume = {14},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/}
}
TY - JOUR
AU - Yu. K. Belyaev
AU - V. P. Nosko
TI - Characteristics of excursions over a high level for a Gaussian process and its envelope
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1969
SP - 302
EP - 314
VL - 14
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/
LA - ru
ID - TVP_1969_14_2_a9
ER -
%0 Journal Article
%A Yu. K. Belyaev
%A V. P. Nosko
%T Characteristics of excursions over a high level for a Gaussian process and its envelope
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1969
%P 302-314
%V 14
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a9/
%G ru
%F TVP_1969_14_2_a9
In this paper, the well-known theorem due to M. Kac and D. Slepian [3] is proved for Gaussian processes under more general conditions close to necessary ones. Limit distributions of various characteristics of excursions over a high level are obtained for the envelopes of Gaussian processes.
