A Survey of Recent Progress on Level-Crossing Problems for Random Processes
暂无分享,去创建一个
[1] Georg Lindgren,et al. Use and Structure of Slepian Model Processes for Prediction and Detection in Crossing and Extreme Value Theory , 1984 .
[2] Richard Barakat,et al. The level-crossing rate and above-level duration time of the intensity of a gaussian random process , 1980, Inf. Sci..
[3] Mario Wschebor,et al. The Two-Parameter Brownian Bridge: Kolmogorov Inequalities and Upper and Lower Bounds for the Distribution of the Maximum , 1982 .
[4] John T. Rickard,et al. The zero-crossing interval statistics of the smoothed random telegraph signal , 1977, Inf. Sci..
[5] D. P. Kennedy,et al. The distribution of the maximum Brownian excursion , 1976, Journal of Applied Probability.
[6] Israel Bar-David,et al. Passages and Maxima for a Particular Gaussian Process , 1975 .
[7] Israel Bar-David. A sample path property of matched-filter outputs with applications to detection and estimation , 1976, IEEE Trans. Inf. Theory.
[8] Endre Csáki,et al. Excursion and meander in random walk , 1981 .
[9] Georg Lindgren,et al. Extreme values and crossings for the X 2-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications , 1980, Advances in Applied Probability.
[10] E. Masry. On Covariance Functions of Unit Processes , 1972 .
[11] André Barbé. A measure for the mean level-crossing activity of stationary normal processes (Corresp.) , 1976, IEEE Trans. Inf. Theory.
[12] Julia Abrahams. On Miroshin’s Second-Order Reciprocal Processes , 1984 .
[13] J. M. C. Clark,et al. Characterizing the autocorrelations of binary sequences , 1983, IEEE Trans. Inf. Theory.
[14] Vladimir I. Piterbarg,et al. Exact Asymptotic Behavior of the Probability of a Large Span of a Stationary Gaussian Process , 1982 .
[15] R. N. Miroshin. Convergence of Longuet-Higgins Series for Stationary Gaussian Markov Processes of First Order , 1981 .
[16] William F. Eddy,et al. THE CONVEX HULL OF A SPHERICALLY SYMMETRIC SAMPLE , 1981 .
[17] Sidney I. Resnick,et al. Extreme values of independent stochastic processes , 1977 .
[18] Israel Bar-David,et al. Radon-Nikodym derivatives, passages and maxima for a Gaussian process with particular covariance and mean , 1975, Journal of Applied Probability.
[19] Georg Ch. Pflug. A statistically important Gaussian Process , 1982 .
[20] G. Lindgren,et al. Some Properties of a Normal Process Near a Local Maximum , 1970 .
[21] Mario Wschebor,et al. An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes , 1981 .
[22] V. I. Khimenko. The average number of trajectory overshoots of a non-gaussian random process above a given level , 1978 .
[23] B. Jamison,et al. Reciprocal Processes: The Stationary Gaussian Case , 1970 .
[24] Israel Bar-David. Sample functions of a Gaussian process cannot be recovered from their zero crossings (Corresp.) , 1975, IEEE Trans. Inf. Theory.
[25] M. T. Wasan. On an inverse Gaussian process , 1968 .
[26] M. R. Leadbetter,et al. Extremes and Related Properties of Random Sequences and Processes: Springer Series in Statistics , 1983 .
[27] M. R. Leadbetter. Point processes generated by level crossings , 1971 .
[28] R. F. Pawula,et al. The zero crossing variance of the smoothed random telegraph signal , 1975 .
[29] J. Kiefer,et al. K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests , 1959 .
[30] Ole E. Barndorff-Nielsen,et al. First hitting time models for the generalized inverse Gaussian distribution , 1978 .
[31] Israel Bar-David,et al. Leading Edge Estimation Errors , 1981, IEEE Transactions on Aerospace and Electronic Systems.
[32] K. J. Ebeling,et al. Statistical Properties of Spatial Derivatives of the Amplitude and Intensity of Monochromatic Speckle Patterns , 1979 .
[33] S. C. Chay,et al. On quasi-Markov random fields , 1972 .
[34] David M. De Long. Crossing probabilities for a square root boundary by a bessel process , 1981 .
[35] Katja Lindenberg,et al. Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions , 1980 .
[36] E. M. Cabaña. On the transition density of a multidimensional parameter Wiener process with one barrier , 1984 .
[37] K. Sharpe,et al. Level crossings of a constructed process , 1979, Journal of Applied Probability.
[38] M. Goldman. ON THE FIRST PASSAGE OF THE INTEGRATED WIENER PROCESS , 1971 .
[39] John B. Thomas,et al. Some comments on conditionally Markov and reciprocal Gaussian processes , 1981, IEEE Trans. Inf. Theory.
[40] David Slepian. Estimation of the Gauss-Markov process from observation of its sign , 1983 .
[41] G. Lindgren. Model processes in nonlinear prediction with application to detection and alarm , 1980 .
[42] D. P. Kennedy,et al. Limit theorems for finite dams , 1973 .
[43] R. F. Pawfjla. Statistical geometry of the smoothed random telegraph signal , 1972 .
[44] Jacques de Maré,et al. Optimal Prediction of Catastrophes with Applications to Gaussian Processes , 1980 .
[45] Luigi M. Ricciardi,et al. A note on first passage time problems for Gaussian processes and varying boundaries , 1983, IEEE Trans. Inf. Theory.
[46] Laura Sacerdote,et al. MEAN VARIANCE AND SKEWNESS OF THE FIRST PASSAGE TIME FOR THE ORNSTEIN-UHLENBECK PROCESS , 1981 .
[47] H. E. Daniels. The minimum of a stationary Markov process superimposed on a U-shaped trend , 1969 .
[48] Ian F. Blake,et al. Level-crossing problems for random processes , 1973, IEEE Trans. Inf. Theory.
[49] R. N. Miroshin. Convergence of Rice Longuet-Higgins Series for a Wong Process , 1977 .
[50] Farag Abdel,et al. On the level-upcrossings of stochastic processes , 1979 .
[51] L. A. Shepp,et al. FIRST-PASSAGE TIME FOR A PARTICULAR STATIONARY PERIODIC GAUSSIAN PROCESS , 1976 .
[52] Jacques de Maré. Reconstruction of a stationary Gaussian process from its sign-changes , 1977 .
[53] R. Adler,et al. The Geometry of Random Fields , 1982 .
[54] K. Sharpe,et al. SOME PROPERTIES OF THE CROSSINGS PROCESS GENERATED BY A STATIONARY X2 PROCESS , 1978 .
[55] Lennart Bondesson,et al. Classes of infinitely divisible distributions and densities , 1981 .
[56] Michael B. Marcus,et al. Level Crossings of a Stochastic Process with Absolutely Continuous Sample Paths , 1977 .
[57] Jacques de Maré,et al. THE BEHAVIOUR OF A NON-DIFFERENTIABLE STATIONARY GAUSSIAN PROCESS AFTER A LEVEL CROSSING* , 1977 .
[58] J. Hammersley,et al. Diffusion Processes and Related Topics in Biology , 1977 .
[59] Chull Park,et al. Distribution estimates of barrier-crossing probabilities of the Yeh-Wiener process. , 1978 .
[60] Elias Masry. A note on Gaussian processes and zero-memory non-linear transformations , 1977 .
[61] Noel A Cressie,et al. The supremum distribution of another Gaussian process , 1981, Journal of Applied Probability.
[62] Luigi M. Ricciardi,et al. On the inverse of the first passage time probability problem , 1972 .
[63] L. Shepp. The joint density of the maximum and its location for a Wiener process with drift , 1979, Journal of Applied Probability.
[64] Kehar Singh,et al. Expected number of intensity level crossings in a normal speckle pattern , 1980 .
[65] Israel Bar-David,et al. Level crossings of nondifferentiable shot processes , 1972, IEEE Trans. Inf. Theory.
[66] Julia Abrahams,et al. Ramp crossings for Slepian's process , 1984, IEEE Trans. Inf. Theory.
[67] Piet Groeneboom,et al. The Concave Majorant of Brownian Motion , 1983 .
[68] Julia Abrahams. The zero-crossing problem for some nonstationary Gaussian processes , 1982, IEEE Trans. Inf. Theory.
[69] Chull Park,et al. WIENER INTEGRALS OVER THE SETS BOUNDED BY SECTIONALLY CONTINUOUS BARRIERS , 1976 .
[70] Shunji Osaki,et al. On a first-passage problem for a cumulative process with exponential decay , 1976 .
[71] S. Paranjape,et al. DISTRIBUTION OF THE SUPREMUM OF THE TWO-PARAMETER YEH-WIENER PROCESS ON THE BOUNDARY , 1973 .
[72] T. W. Anderson. A MODIFICATION OF THE SEQUENTIAL PROBABILITY RATIO TEST TO REDUCE THE SAMPLE SIZE , 1960 .
[73] D. DeLong,et al. Some asymptotic properties of a progressively censored nonparametric test for multiple regression , 1980 .
[74] Julia Abrahams,et al. Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square☆ , 1984 .
[75] J. G. Wendel. Hitting Spheres with Brownian Motion , 1980 .
[76] Arthur H. C. Chan. SOME LOWER BOUNDS FOR THE DISTRIBUTION OF THE SUPREMUM OF THE YEH-WIENER PROCESS OVER A RECTANGULAR REGION , 1975 .
[77] J. Beekman,et al. STOCHASTIC BARRIERS FOR THE WIENER PROCESS , 1983 .
[78] Joseph W. Haus,et al. Passage-time statistics for the decay of unstable equilibrium states , 1981 .
[79] Naomi B. Robbins,et al. Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter , 1971 .
[80] D. A. Darling. On the Supremum of a Certain Gaussian Process , 1983 .
[81] Robert J. Adler,et al. The Supremum of a Particular Gaussian Field , 1984 .
[82] R. N. Miroshin. Second-Order Markov and Reciprocal Stationary Gaussian Processes , 1980 .
[83] R. F. Pawula,et al. The probability density and level-crossings of first-order non-linear systems driven by the random telegraph signal† , 1977 .
[84] Victor Goodman,et al. Distribution Estimates for Functionals of the Two-Parameter Wiener Process , 1976 .