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Gaussian functions / distributions / processes...

3 votes

Calculating the probability of an event defined by a condition on a Gaussian random process

Curve crossing problems As a small taste of results from the text: Lemma: Let $\xi(t)$ be a zero-mean stationary Gaussian process with almost-surely continuous sample paths. …
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12 votes

A normal distribution inequality

Yes, the conjectured lower bound is true and can be proved using fairly simple, if somewhat tedious, analysis of derivatives. First define $$ b := f - N^2 = x(xN + n) - (xN + n)^2 + N(1-N)\>. $$ The …
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