Slepian models for chi²-processes with dependent components with application to envelope upcrossings
A Slepian model for the local behaviour near the level upcrossings of a chi²-process with dependent Gaussian components is presented. In case of independent components, this model is shown to take on a rather simple form, thereby simplifying earlier results by Aronowich and Adler. The Slepian model is applied to the envelope of a stationary Gaussian process and used to approximate the probabilit
