Level-crossing problems for random processes

DOI10.1109/TIT.1973.1055016zbMATH Open0264.60036MaRDI QIDQ5680834FDOQ5680834

Publication date: 1973

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

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 (39)

Persistence of a continuous stochastic process with discrete-time sampling: non-Markov processes
Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
The distribution of values of trigonometric sums with linearly independent frequencies: Kac's problem revisited
Statistical process control using level crossings
Adaptive reference levels in a level-crossing analog-to-digital converter
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
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
Explicit asymptotics on first passage times of diffusion processes
Editorial for the special issue on uncertainty in the brain
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 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
A model for population extinction
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
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
Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes
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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