Boundary crossing probabilities for $(q,d)$-Slepian-processes

Wolfgang Bischoff, Andreas Gegg

For $0<q<d$ fixed let $W^{[q,d]}=(W_t^{[q,d]}{)}_{t\in [q,d]}$ be a $(q,d)$-Slepian-process defined as centered, stationary Gaussian process with continuous sample paths and covar…