The supremum distribution of another Gaussian process
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.
1981 ◽
Vol 18
(01)
◽
pp. 131-138
◽
1972 ◽
Vol 23
(4)
◽
pp. 293-326
◽
1987 ◽
Vol 22
(1)
◽
pp. 144-155
◽
Keyword(s):
1989 ◽
Vol 41
(3)
◽
pp. 279-286
◽
1998 ◽
pp. 249-254
Keyword(s):
1977 ◽
Vol 14
(01)
◽
pp. 114-126
◽
1964 ◽
Vol 16
(4)
◽
pp. 199-212
◽
1978 ◽
Vol 15
(02)
◽
pp. 433-439
◽