Method of moments for exit probabilities of Gaussian vector processes from a large regionстатья
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Дата последнего поиска статьи во внешних источниках: 21 мая 2019 г.
Аннотация:Asymptotic behavior of the exit probability from homothetically unboundedly expanding
region is evaluated for twice continuously differentiable stationary Gaussian vector processes.
The evaluation is based on the Rice’s method, that is, on studying point processes of exit times from
the region, with subsequent application of the Laplace asymptotic method.