Level crossings of a stochastic process with absolutely continuous sample paths
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Publication:1240960
DOI10.1214/aop/1176995890zbMath0364.60063OpenAlexW1994188917MaRDI QIDQ1240960
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995890
Related Items (17)
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes ⋮ Crossings of second-order response processes subjected to LMA loadings ⋮ On the finiteness of the moments of the measure of level sets of random fields ⋮ Note on the estimation of crossing intensity for Laplace moving average ⋮ Estimation of return values for significant wave height from satellite data ⋮ New bounds for the first passage, wave-length and amplitude densities ⋮ Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set ⋮ On the asymptotic variance of the continuous-time kernel density estimator ⋮ Statistics on crossings of discretized diffusions and local time ⋮ Extrema of random algebraic polynomials with non-identically distributed normal coefficients ⋮ A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail ⋮ Likelihood ratio test for univariate Gaussian mixture ⋮ Capacity of level sets of certain stochastic processes ⋮ Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities ⋮ Gaussian stochastic processes ⋮ Rice formula for processes with jumps and applications
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