Showing math.PRShow all
3 papers · 1 filter
math.PR2024
Slepian model based independent interval approximation for the level excursion distributions
Henrik Bengtsson, Krzysztof Podgorski
The independent interval approximation of the excursion time distributions for Gaussian processes has been used in physics and engineering. A new but related approach matches the e…
math.PR2024
Characteristics of asymmetric switch processes with independent switching times
Henrik Bengtsson, Krzysztof Podgorski
The asymmetric switch process is a binary stochastic process that alternates between the values one and minus one, where the distributions of the time in these states may differ. T…
math.PR2024
The Slepian model based independent interval approximation of persistency and zero-level excursion distributions
Henrik Bengtsson, Krzysztof Podgorski
In physics and engineering literature, the distribution of the excursion time of a stationary Gaussian process has been approximated through a method based on a stationary switch p…