Geodesic
On the shape of high excursions of Gaussian stationary processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 1, pp. 138-141 Cet article a éte moissonné depuis la source Math-Net.Ru

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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 
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     author = {E. V. Kremena},
     title = {On the shape of high excursions of {Gaussian} stationary processes},
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     pages = {138--141},
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}
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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/

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