On Level-Crossing Excursions of Gaussian Low-Pass Random Processes

DOI10.1109/TSP.2007.894267MaRDI QIDQ4564743zbMATH OpenOpenAlexFDO

Authors Dennis R. Morgan

Publication date 12 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2007.894267

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Discrete-time Markov processes on general state spaces (60J05) Inference from stochastic processes and prediction (62M20)

Cited in

(4)

• Asymptotic normality of high level-large time crossings of a Gaussian process
• On Level Crossings by Gaussian Fields
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
• A note on level-crossing analysis for the excess, age, and spread distributions

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