| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129870 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
In this contribution we derive an explicit formula for the boundary non-crossing probability of Slepian processes associated with a continuous piecewise linear boundary function. Furthermore, we use this formula to develop an approximation result to the boundary non-crossing probability for general continuous boundaries.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pingjin Deng,