Level crossings of a stochastic process with absolutely continuous sample paths
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Publication:1240960
DOI10.1214/AOP/1176995890zbMATH Open0364.60063OpenAlexW1994188917MaRDI QIDQ1240960FDOQ1240960
Authors: Michael B. Marcus 
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
Cited In (17)
- Likelihood ratio test for univariate Gaussian mixture
- Extrema of random algebraic polynomials with non-identically distributed normal coefficients
- On the asymptotic variance of the continuous-time kernel density estimator
- Capacity of level sets of certain stochastic processes
- On the finiteness of the moments of the measure of level sets of random fields
- New bounds for the first passage, wave-length and amplitude densities
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
- Gaussian stochastic processes
- Crossings of second-order response processes subjected to LMA loadings
- Note on the estimation of crossing intensity for Laplace moving average
- Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set
- Rice formula for processes with jumps and applications
- Estimation of return values for significant wave height from satellite data
- Statistics on crossings of discretized diffusions and local time
- Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
- Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
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