{"title":"高斯随机过程跨越障碍的概率","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":"{\"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}","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}
On probability of the Gaussian random processes crossing the barriers
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.