In:
Journal of Applied Probability, Cambridge University Press (CUP), Vol. 18, No. 01 ( 1981-03), p. 131-138
Abstract:
A formula is derived for the supremum of a stationary Gaussian process which has a correlation function that is tent-like in shape, until it flattens out at a constant negative value. Examples and graphs are presented in the last section.
Type of Medium:
Online Resource
ISSN:
0021-9002
,
1475-6072
DOI:
10.1017/S0021900200097679
Language:
English
Publisher:
Cambridge University Press (CUP)
Publication Date:
1981
detail.hit.zdb_id:
1474599-9
detail.hit.zdb_id:
219147-7
SSG:
3,2
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