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JOURNALS // Fundamentalnaya i Prikladnaya Matematika // Archive

Fundam. Prikl. Mat., 2002 Volume 8, Issue 1, Pages 187–194 (Mi fpm641)

On rate of approximation of critical excursion probability for random process by moments method

E. Yu. Piliguzova

Moscow Institute of Physics and Technology

Abstract: The rate of approximation of the number of high level crossings distribution for a Gaussian process with various spectra have been investigated by Monte Carlo method. Methods to simulate the paths of these processes have been used. Approximations have been obtained with the aid of Rice method. The result is presented as a table.

UDC: 519.21

Received: 01.11.1997



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