We study the sample path behaviour of χ2 processes in the neighbourhood of their level crossings and extrema via the development of Slepian model processes. The results, aside from being of particular interest in the study of χ2 processes, have a general interest insofar as they indicate which properties of Gaussian processes (which have been heavily researched in this regard) are mirrored or lost when the assumption of normality is not made. We place particular emphasis on the behaviour of χ2 processes at both high and low levels, these being of considerable practical importance. We also extend previous results on the asymptotic Poisson form of the point process of high maxima to include also low minima (which are in a different domain of attraction) thus closing a gap in the theory of χ2 processes.

Over a finite interval, a Gaussian stationary process can be approximated by a finite trigonometric sum, and the error introduced by the approximation can be exactly bounded, as far as the distribution of the upper tail of the maximum is concerned. A simple case is exhibited, where a narrow band process is well approximated by means of a two-term trigonometric representation.