Abstract:
Asymptotic behavior of the exit probability from
homothetically unboundedly expanding region is evaluated for twice
continuously differentiable stationary Gaussian vector
processes. The evaluation is based on the Rice's method, that is, on
studying point processes of exit times from the region, with
subsequent application of the Laplace asymptotic method.
Keywords:Gaussian vector process, large excursions of trajectories, asymptotic behavior, Rice's method, Laplace method, point process.