Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes

DOI10.1214/AOAP/1034625340zbMath0883.60026OpenAlexW2061543701MaRDI QIDQ1364398

Gennady Samorodnitsky, Robert J. Adler

Publication date: 4 March 1998

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034625340

zbMATH Keywords

Ornstein-Uhlenbeck processstable processeslevel crossings

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (5)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Excursion sets of three classes of stable random fields ⋮ 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. ⋮ Rice formula for processes with jumps and applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The expected number of level crossings for stationary, harmonisable, symmetric, stable processes
• Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
• Extremes and related properties of random sequences and processes
• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Level crossings of a stochastic process with absolutely continuous sample paths
• On the structure of stationary stable processes
• Occupation times for smooth stationary processes
• On the Number of Solutions of Systems of Random Equations
• Mathematical Analysis of Random Noise

This page was built for publication: Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes