Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes (Q5937044)
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scientific article; zbMATH DE number 1618402
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| English | Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes |
scientific article; zbMATH DE number 1618402 |
Statements
Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes (English)
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12 July 2001
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expected level-crossing count
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expected level-crossing rate
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expected number of upcrossings
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expected length of excursions
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strictly stationary ellipsoidal process
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0.8993857502937317
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0.849502682685852
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0.7598038911819458
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0.7571714520454407
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