Local times and sample function properties of stationary Gaussian processes

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-1969-0239652-5 ◽

1969 ◽

Vol 137 ◽

pp. 277-277 ◽

Author(s):

Simeon M. Berman

Keyword(s):

Gaussian Processes ◽

Local Times ◽

Sample Function ◽

Stationary Gaussian Processes

Download Full-text

Ф-Variation of the Local Times of Symmetric Lévy Processes and Stationary Gaussian Processes

Seminar on Stochastic Processes, 1992 ◽

10.1007/978-1-4612-0339-1_10 ◽

1993 ◽

pp. 209-220

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Gaussian Processes ◽

Lévy Processes ◽

Levy Processes ◽

Local Times ◽

Stationary Gaussian Processes

Download Full-text

Local Holder Conditions for the Local Times of Certain Stationary Gaussian Processes

The Annals of Probability ◽

10.1214/aop/1176996134 ◽

1976 ◽

Vol 4 (2) ◽

pp. 277-298 ◽

Author(s):

Laurie Davies

Keyword(s):

Gaussian Processes ◽

Local Times ◽

Stationary Gaussian Processes

Download Full-text

Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177696901 ◽

1970 ◽

Vol 41 (4) ◽

pp. 1260-1272 ◽

Author(s):

Simeon M. Berman

Keyword(s):

Gaussian Processes ◽

Local Times ◽

Sample Function ◽

Stationary Increments

Download Full-text

Markov Processes, Gaussian Processes, and Local Times

10.1017/cbo9780511617997 ◽

2006 ◽

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Markov Processes ◽

Gaussian Processes ◽

Download Full-text

Sampling Reconstruction Procedure for Non-Stationary Gaussian Processes Based on Conditional Expectation Rule

Sampling Theory, Signal Processing, and Data Analysis ◽

10.1007/bf03549374 ◽

2002 ◽

Vol 1 (2) ◽

pp. 135-153

Author(s):

V.A. Kazakov ◽

M. A. Belyaev

Keyword(s):

Gaussian Processes ◽

Conditional Expectation ◽

Reconstruction Procedure ◽

Stationary Gaussian Processes

Download Full-text

Fourth moment bound and stationary Gaussian processes with positive correlation

Journal of the Korean Statistical Society ◽

10.1007/s42952-021-00132-6 ◽

2021 ◽

Author(s):

Yoon Tae Kim ◽

Hyun Suk Park

Keyword(s):

Gaussian Processes ◽

Fourth Moment ◽

Positive Correlation ◽

Stationary Gaussian Processes

Download Full-text

Limit Theorems for Stationary Gaussian Processes

Theory of Probability and Its Applications ◽

10.1137/1110014 ◽

1965 ◽

Vol 10 (1) ◽

pp. 132-139 ◽

Author(s):

Yu M. Ryzhov

Keyword(s):

Gaussian Processes ◽

Limit Theorems ◽

Stationary Gaussian Processes

Download Full-text

Frequency-domain fatigue analysis of wide-band stationary Gaussian processes using a trimodal spectral formulation

International Journal of Fatigue ◽

10.1016/j.ijfatigue.2008.01.008 ◽

2008 ◽

Vol 30 (10-11) ◽

pp. 1944-1955 ◽

Author(s):

Z GAO ◽

T MOAN

Keyword(s):

Frequency Domain ◽

Gaussian Processes ◽

Wide Band ◽

Fatigue Analysis ◽

Stationary Gaussian Processes

Download Full-text

Some superconcentration inequalities for extrema of stationary Gaussian processes

Statistics & Probability Letters ◽

10.1016/j.spl.2015.07.028 ◽

2015 ◽

Vol 106 ◽

pp. 239-246 ◽

Author(s):

Kevin Tanguy

Keyword(s):

Gaussian Processes ◽

Stationary Gaussian Processes

Download Full-text

An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem

Monte Carlo Methods and Applications ◽

10.1515/mcma-2013-0004 ◽

2013 ◽

Vol 0 (0) ◽

Author(s):

Richard V. Field, Jr. ◽

Mircea Grigoriu ◽

Clark R. Dohrmann

Keyword(s):

Gaussian Processes ◽

Sampling Theorem ◽

Stationary Gaussian Processes

Download Full-text