E. Yu. Piliguzova, “On rate of approximation of critical excursion probability for random process by moments method”, Fundam. Prikl. Mat., 8:1 (2002), 187

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Fundamentalnaya i Prikladnaya Matematika, 2002, Volume 8, Issue 1, Pages 187–194 (Mi fpm641)

On rate of approximation of critical excursion probability for random process by moments method

E. Yu. Piliguzova

Moscow Institute of Physics and Technology

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Abstract: The rate of approximation of the number of high level crossings distribution for a Gaussian process with various spectra have been investigated by Monte Carlo method. Methods to simulate the paths of these processes have been used. Approximations have been obtained with the aid of Rice method. The result is presented as a table.

Received: 01.11.1997

Bibliographic databases:

UDC: 519.21

Language: Russian

Citation: E. Yu. Piliguzova, “On rate of approximation of critical excursion probability for random process by moments method”, Fundam. Prikl. Mat., 8:1 (2002), 187–194

Citation in format AMSBIB

\Bibitem{Pil02}

\by E.~Yu.~Piliguzova

\paper On rate of approximation of critical excursion probability for random process by moments method

\jour Fundam. Prikl. Mat.

\yr 2002

\vol 8

\issue 1

\pages 187--194

\mathnet{http://mi.mathnet.ru/fpm641}

\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1920446}

\zmath{https://zbmath.org/?q=an:1046.60036}

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Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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Abstract page:	372
Full-text PDF :	133
References:	61
First page:	2

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