Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes

DOI10.1016/0304-4149(89)90039-2zbMath0693.60027OpenAlexW2001270924MaRDI QIDQ908578

Michael B. Marcus

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90039-2

zbMATH Keywords

stationary Gaussian processesexpected number of level crossingsrepresentation of p-stable random variables

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items (6)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Limit theorems for stable processes with application to spectral density estimation ⋮ Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes ⋮ Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes ⋮ Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities ⋮ On excursion sets, tube formulas and maxima of random fields.

Cites Work

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• Regularity of Gaussian processes
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• The expected number of zeros of continuous stationary Gaussian processes
• On the convergence of sums of independent Banach space valued random variables
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• 𝜉-radial processes and random Fourier series
• Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
• On a Theorem of Cramer and Leadbetter
• Mathematical Analysis of Random Noise

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