High Excursions of Gaussian Nonstationary Processes in Discrete Time
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DOI: 10.1007/s10958-021-05276-8
Abstract: Exact asymptotic behavior is given for high excursion probabilities of Gaussian processes in discrete time as the corresponding lattice pitch unboundedly decreases. The proximity of the asymptotic behavior to that in continuous time is discussed.… read more here.
Keywords: discrete time; time; processes discrete; gaussian nonstationary ... See more keywords