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On the Shape of High Excursions of Gaussian Stationary Processes
Theory of Probability and Its Applications ( IF 0.6 ) Pub Date : 2020-04-22 , DOI: 10.1137/s0040585x97t989854
E. V. Kremena

Theory of Probability &Its Applications, Volume 65, Issue 1, Page 111-113, January 2020.
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.


中文翻译:

高斯平稳过程的高偏移形状

概率论及其应用,第65卷,第1期,第111-113页,2020年1月。
我们研究了与高位$ u $相交的高斯平稳过程的偏移形式。我们表明,在这种情况下,轨迹在围绕预期运动的狭窄管中波动。我们还找到了当$ u $变为无穷大时,轨迹与该管的边界相交的概率的上限。
更新日期:2020-04-22
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