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G. Lindgren

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most citedEffective computations of joint excursion times for stationary Gaussian processes

1 citations · 1 across the 1 of their papers we have counts for

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math.PR2020★ 1 cited

Effective computations of joint excursion times for stationary Gaussian processes

Georg Lindgren, Krzysztof Podgorski, Igor Rychlik

This work is to popularize the method of computing the distribution of the excursion times for a Gaussian process that involves extended and multivariate Rice's formula. The approa…

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