Geodesic
On the shape of high excursions of Gaussian stationary processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 1, pp. 138-141

Voir la notice de l'article provenant de la source Math-Net.Ru

We study the form of excursions of a Gaussian stationary process intersecting a high level $u$. We show that the trajectories fluctuate in this case in a narrow tube around the expected motion. We also find an upper bound for the probability that the trajectory intersects the boundary of this tube as $u$ goes off to infinity.
Keywords: Gaussian processes, trajectory, asymptotics of the high excursion probability.
Mots-clés : excursion form 
@article{TVP_2020_65_1_a7,
     author = {E. V. Kremena},
     title = {On the shape of high excursions of {Gaussian} stationary processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {138--141},
     publisher = {mathdoc},
     volume = {65},
     number = {1},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2020_65_1_a7/}
}
TY  - JOUR
AU  - E. V. Kremena
TI  - On the shape of high excursions of Gaussian stationary processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2020
SP  - 138
EP  - 141
VL  - 65
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2020_65_1_a7/
LA  - ru
ID  - TVP_2020_65_1_a7
ER  - 
%0 Journal Article
%A E. V. Kremena
%T On the shape of high excursions of Gaussian stationary processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2020
%P 138-141
%V 65
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2020_65_1_a7/
%G ru
%F TVP_2020_65_1_a7
E. V. Kremena. On the shape of high excursions of Gaussian stationary processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 1, pp. 138-141. http://geodesic.mathdoc.fr/item/TVP_2020_65_1_a7/