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Slepian models for non-stationary Gaussian processes
Published online by Cambridge University Press: 14 July 2016
Abstract
We give explicit expressions for the Slepian model process of non-stationary Gaussian processes following level crossings and local maxima. We also include a detailed analysis of the high-level case.
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- Copyright © Applied Probability Trust 1993
Footnotes
Research supported in part by US-Israel Binational Science Foundation (89–00298) and U.S. Air Force Office of Scientific Research (89–0261).
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