Envelopes of Vector Random Processes and Their Crossing Rates
Veneziano, Daniele
Ann. Probab., Tome 7 (1979) no. 6, p. 62-74 / Harvested from Project Euclid
Vector-valued random processes, $\mathbf{X}(t)$, can be "enveloped" by set-valued random processes, $\mathscr{S}(t)$, to which they belong with probability 1 during any finite length of time. When applied to scalar processes, the set-definition of envelope includes and is richer than the familiar point-definitions. Several random set-envelope processes in $n$-dimensional space, $R_n$, are defined and the mean rates at which they "cross" given regions of $R_n$ are calculated. Comparison is made with the mean crossing rates of associated enveloped Gaussian processes, $\mathbf{X}(t)$.
Publié le : 1979-02-14
Classification:  Stochastic vector processes,  envelopes,  first crossing,  reliability,  60G10
@article{1176995148,
     author = {Veneziano, Daniele},
     title = {Envelopes of Vector Random Processes and Their Crossing Rates},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 62-74},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995148}
}
Veneziano, Daniele. Envelopes of Vector Random Processes and Their Crossing Rates. Ann. Probab., Tome 7 (1979) no. 6, pp.  62-74. http://gdmltest.u-ga.fr/item/1176995148/