The Influence of Autocorrelation on Extremal Properties of Gaussian Random Processes, Correlated Randomness and Stochastic Periodicity

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The Influence of Autocorrelation on Extremal Properties of Gaussian Random Processes, Correlated Randomness and Stochastic Periodicity

Characterising the behaviour of a random process with respect to returns to previous states is a perennial concern of stochastic process theory, with applications of results spanning the applied sciences—from reliability in physical systems and networks, to the detection of surfaces in image analysi...

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Bibliographic Details
Main Author:	Ogunshemi, Alessandro
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2022
Subjects:	zero-crossing analysis Gaussian processes dependent behaviour stationarity periodicity lacunarity inter-event density persistence count distributions time series simulation methods mixture modelling box counting
Online Access:	https://eprints.nottingham.ac.uk/69153/

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