Sojourns and Extremes of Stochastic Processes

Sojourn time distributions. Survey of the normal distribution. Stationary Gaussian processes on a finite interval. Processes with stationary independent increments. Diffusion processes. Random walk and birth-and-death processes. Stationary Gaussian processes on a long interval. Central limit theorems. Extremes of Gaussian sequences and diffusion processes. Maximum of a Gaussian process. Other Gaussian sequences and Markov random fields. Processes (X,f (t)) with orthogonally invariant X.