{"title":"On probability of the Gaussian random processes crossing the barriers","authors":"A. Salnikova, O. Chernoyarov, L. A. Golpaiegani","doi":"10.1109/ICFSP.2017.8097050","DOIUrl":null,"url":null,"abstract":"General expressions for the distribution functions of the absolute maximum of differentiable and nondifferentiable non-stationary Gaussian process are presented. It is then established that in particular cases the suggested asymptotic approximations are able to describe the true distributions under a wide range of the random processes parameters values.","PeriodicalId":382413,"journal":{"name":"2017 3rd International Conference on Frontiers of Signal Processing (ICFSP)","volume":"111 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2017 3rd International Conference on Frontiers of Signal Processing (ICFSP)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICFSP.2017.8097050","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
General expressions for the distribution functions of the absolute maximum of differentiable and nondifferentiable non-stationary Gaussian process are presented. It is then established that in particular cases the suggested asymptotic approximations are able to describe the true distributions under a wide range of the random processes parameters values.