I am looking at a surface where the height is described by a zero-mean gaussian process with [itex] cov(h_1,h_2)=\sigma^2\exp[-0.5\frac{(x_1-x_2)}{a^2}][/itex].(adsbygoogle = window.adsbygoogle || []).push({});

Given that h(x=0) = 0, what is the probability that a surface realization will go above the black line going from x=0 to infinity in the figure? Thats all.

This is for a scattering problem I'm working on in physics :)

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# A Gaussian Process Puzzle

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