| Title | Slepian models for chi²-processes with dependent components with application to envelope upcrossings |
| Authors | Georg Lindgren |
| Publication | J. Appl. Prob. |
| Year | 1989 |
| Volume | 26 |
| Pages | 36 - 49 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | Applied Probability Trust |
| Abstract English | A Slepian model for the local behaviour near the level upcrossings of a chi²-process with dependent Gaussian components is presented. In case of independent components, this model is shown to take on a rather simple form, thereby simplifying earlier results by Aronowich and Adler. <br> <br> The Slepian model is applied to the envelope of a stationary Gaussian process and used to approximate the probability of "empty" envelope upcrossings, i.e. the probability that an envelope upcrossing is not followed by a level crossing in the original process. |
| Keywords | Level crossing, reliability, |
| ISBN/ISSN/Other | ISSN: 0021-9002 |
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