MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications (Q1345603): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Eric V. Slud / rank | |||
Property / author | |||
Property / author: Eric V. Slud / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176988606 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2056430354 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 21:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications |
scientific article |
Statements
MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications (English)
0 references
15 August 1995
0 references
Let \(X_ t\), \(t \geq 0\), be a stationary Gaussian process with zero mean and continuous spectral distribution and twice-differentiable correlation function. An explicit representation is given for the number \(N_ \psi (T)\) of crossings of a \(C^ 1\) curve \(\psi\) by \(X_ t\) on the bounded interval \([0,T]\) in the form of a multiple Wiener-Itô integral expansion. The representation is applied to prove new central and non- central limit theorems for numbers of crossings of constant level.
0 references
Rice's formula
0 references
multiple Wiener integral
0 references
central and noncentral limit theorems
0 references