The expected number of level crossings for stationary, harmonisable, symmetric, stable processes

DOI10.1214/aoap/1177005437zbMath0779.60034MaRDI QIDQ687708

Gennady Samorodnitsky, Tamar Gadrich, Robert J. Adler

Publication date: 28 October 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005437

zbMATH Keywords

level crossings; Rice formula; Monte Carlo techniques; harmonisable stable processes

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60G70: Extreme value theory; extremal stochastic processes

60G17: Sample path properties

60G18: Self-similar stochastic processes

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