Level-crossing problems for random processes

DOI10.1109/TIT.1973.1055016MaRDI QIDQ5680834zbMATH OpenFDO

Authors William C. Lindsey, Ian Blake

Publication date 1973

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1973.1055016

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Stochastic processes (60G99)

Cited in

(40)

• Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
• Persistence of a continuous stochastic process with discrete-time sampling: non-Markov processes
• The distribution of values of trigonometric sums with linearly independent frequencies: Kac's problem revisited
• Adaptive reference levels in a level-crossing analog-to-digital converter
• Statistical process control using level crossings
• Level-crossing statistics of the horizontal wind speed in the planetary surface boundary layer
• Optimum crossing-point estimation of a sampled analog signal with a periodic carrier
• Universal and non-universal properties of recurrence intervals of rare events
• The intervals between zero-crossings of non-Gaussian stable random processes
• Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
• On the densities of certain bounded diffusion processes
• Persistence in the two dimensional ferromagnetic Ising model
• Impact of scale on signed, unsigned, authentic and phantom zero crossings in a noisy environment
• Cross-correlations and joint gaussianity in multivariate level crossing models
• A note on portfolio optimization with path-dependent utility
• Editorial for the special issue on uncertainty in the brain
• Explicit asymptotics on first passage times of diffusion processes
• The level-crossing rate and above-level duration time of the intensity of a Gaussian random process
• Fine structure of the production in low to medium Reynolds number wall turbulence
• A model for population extinction
• A computational algorithm for the coverage probability of a first order autogressive process
• The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach
• Hardware simulation of semi-Markov and related processes. I: A versatile generator
• On the classical reaction rate and the first-time problems of Brownian motion
• Probabilistic description of extreme events in intermittently unstable dynamical systems excited by correlated stochastic processes
• An evaluation of sensory noise in the human visual system
• On first–crossing times of one–dimensional diffusions over two time–dependent boundaries
• EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE
• Robustness of Zero Crossing Estimator
• Correlation dimension and integral do not predict epileptic seizures
• Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems
• Stochastic ordering results on the duration of the gambler's ruin game
• Functional limits of empirical distributions in crossing theory
• The zero-crossing interval statistics of the smoothed random telegraph signal
• Probability of neuronal spike initiation as a curve-crossing problem for Gaussian stochastic processes
• Curve-crossing problem for Gaussian stochastic processes and its application to neural modelling
• Hitting-Time Densities of a Two-Dimensional Markov Process
• Stochastic cooperativity in nonlinear dynamics of genetic regulatory networks
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
• Controller design based on a limit criterion

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