On the Asymptotic Behavior of First Passage Time Densities for Stationary Gaussian Processes and Varying Boundaries

被引：0

作者：

E. Di Nardo

A. G. Nobile

E. Pirozzi

L. M. Ricciardi

机构：

[1] Università degli Studi della Basilicata,Dipartimento di Matematica

[2] Università di Salerno,Dipartimento di Matematica e Informatica

[3] Università di Napoli Federico II,Dipartimento di Matematica e Applicazioni

来源：

Methodology And Computing In Applied Probability | 2003年 / 5卷

关键词：

exponential trends; simulation; damped oscillatory covariance;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Making use of a Rice-like series expansion, for a class of stationary Gaussian processes the asymptotic behavior of the first passage time probability density function through certain time-varying boundaries, including periodic boundaries, is determined. Sufficient conditions are then given such that the density asymptotically exhibits an exponential behavior when the boundary is either asymptotically constant or asymptotically periodic.

引用

页码：211 / 233

页数：22

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