Level crossings and local time for regularized Gaussian processes

zbMATH Open0985.60035MaRDI QIDQ2771981FDOQ2771981

José R. León, Corinne Berzin, Joaquín Ortega

Publication date: 18 February 2002

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic behaviournumber of crossingsregularizations by convolution

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) (L^p)-limit theorems (60F25)

Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal prediction of level crossings in Gaussian processes and sequences
• Weak convergence of the integrated number of level crossings to the local time for Wiener processes
• A level-crossing-based scaling dimensionality transform applied to stationary Gaussian processes
• Asymptotic normality of high level-large time crossings of a Gaussian process
• Title not available (Why is that?)
• Smoothing and occupation measures of stochastic processes

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