On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. IIстатья
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Дата последнего поиска статьи во внешних источниках: 28 октября 2016 г.
Аннотация:We study the shape of excursions above a high level by a stationary nondifferentiable
Gaussian process, conditioned on whether this happens in one cluster or two clusters. We focus
on the shape of paths after such a cluster or in between the two clusters. The shape depends on
the conditioned mean and covariance of the underlying process. The paths vary slightly around a
deterministic trend.