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

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Literature cited

  1. V. I. Piterbarg, “Some directions in the investigation of the properties of the trajectories of Gaussian random processes, Supplement-survey,” in: Random Processes. Sample Functions and Intersections [in Russian], Mir, Moscow (1978), pp. 258–280.

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Authors and Affiliations

  1. M. V. Lomonosov Moscow State University, USSR

    V. I. Piterbarg & I. É. Simonova

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  1. V. I. Piterbarg
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  2. I. É. Simonova
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Translated from Matematicheskie Zametki, Vol. 35, No. 6, pp. 909–920, June, 1984.

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Piterbarg, V.I., Simonova, I.É. Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes. Mathematical Notes of the Academy of Sciences of the USSR 35, 477–483 (1984). https://doi.org/10.1007/BF01139955

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  • DOI: https://doi.org/10.1007/BF01139955

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