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

DOI10.1214/aoap/1177005437zbMath0779.60034OpenAlexW1991532692MaRDI 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 crossingsRice formulaMonte Carlo techniquesharmonisable stable processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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