scholarly journals Cross Spectral Analysis of a Gaussian Vector Process in the Presence of Variance Fluctuations

1968 ◽  
Vol 39 (5) ◽  
pp. 1507-1512
Author(s):  
T. Subba Rao
Keyword(s):  
Spectral Analysis ◽  
Gaussian Vector ◽  
Vector Process

Simulating a non-Gaussian vector process with application in hydrology

2014 ◽  
Vol 41 (6) ◽  
pp. 621-626 ◽  
Author(s):  
A. V. Frolov ◽  
T. Yu. Vyruchalkina ◽  
I. V. Solomonova
Keyword(s):  
Gaussian Vector ◽  
Vector Process ◽  
Non Gaussian

Cox limit theorem for large excursions of a norm of a Gaussian vector process

2010 ◽  
Vol 80 (19-20) ◽  
pp. 1479-1485 ◽  
Author(s):  
Biljana Stamatovic ◽  
Sinisa Stamatovic
Keyword(s):  
Limit Theorem ◽  
Gaussian Vector ◽  
Vector Process

scholarly journals High excursions of Bessel process and other processes of Bessel type

2019 ◽  
Vol 487 (3) ◽  
pp. 238-241
Author(s):  
V. I. Piterbarg ◽  
I. V. Rodionov
Keyword(s):  
Single Point ◽  
Bessel Process ◽  
Absolute Maximum ◽  
Time Interval ◽  
Gaussian Vector ◽  
Vector Process ◽  
Distributed Components ◽  
Excursion Probability ◽  
Independent Identically Distributed

A high excursion probability for the modulus of a Gaussian vector process with independent identically distributed components is evaluated. It is assumed that the components have means zero and variances reaching its absolute maximum at a single point of the considered time interval. An important example of such processes is the Bessel process.

Spectral analysis of asymmetry training effect for depression

2008 ◽  
Author(s):  
Ji Ha Lee ◽  
Sung Won Choi ◽  
Ji Sun Min ◽  
Eun Ju Jaekal ◽  
Gyhye Sung
Keyword(s):  
Spectral Analysis ◽  
Training Effect

Some problems in the spectral analysis of human behavior records

1953 ◽  
Author(s):  
C. J. Burke ◽  
R. Narasimhan ◽  
O. J. Benepe
Keyword(s):  
Spectral Analysis ◽  
Human Behavior
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