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Slepian models for non-stationary Gaussian processes

Part of: Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Tamar Gadrich  and
Robert J. Adler
Tamar Gadrich*
Affiliation:
Technion–Israel Institute of Technology
Robert J. Adler*
Affiliation:
Technion–Israel Institute of Technology
*
∗ Postal address: Faculty of Industrial Engineering and Management, Technion–Israel Institute of Technology, Haifa 32000, Israel.
∗ Postal address: Faculty of Industrial Engineering and Management, Technion–Israel Institute of Technology, Haifa 32000, Israel.
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Abstract

We give explicit expressions for the Slepian model process of non-stationary Gaussian processes following level crossings and local maxima. We also include a detailed analysis of the high-level case.

Keywords

UPCROSSINGLOCAL MAXIMUM

MSC classification

Secondary: 60G10: Stationary processes 60G17: Sample path properties
Type
Research Papers
Information
Journal of Applied Probability , Volume 30 , Issue 1 , March 1993 , pp. 98 - 111
Copyright
Copyright © Applied Probability Trust 1993 

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Footnotes

Research supported in part by US-Israel Binational Science Foundation (89–00298) and U.S. Air Force Office of Scientific Research (89–0261).

References

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