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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. …
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 …