The expected number of level crossings for certain symmetric α-stable processes

DOI10.1080/15326349508807329zbMath0813.60047OpenAlexW2083932177MaRDI QIDQ4327108

Zbigniew Michna, Igor Rychlik

Publication date: 4 April 1995

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349508807329

zbMATH Keywords

numerical examplesfirst passage time densityRice's formula for the expected number of crossings of a level

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (5)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Extrema of random algebraic polynomials with non-identically distributed normal coefficients ⋮ Extremes, rainflow cycles and damage functionals in continuous random processes ⋮ Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities ⋮ A Risk Model Based on Markov Chains with Marked Transitions

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