Inequalities for the variance of the number of zeros of some stationary Gaussian processes
The numerical computation for the moments (thus variance) of the number of zeros for a random process has significant applications. In several previous papers, the author obtained, for two stationary Gaussian processes, the representation of the second moment (and variance) via elementary functions. The explicit formulas of the second-order moment for the two classes of stationary Gaussian processes are used to provide explicit inequalities, thus estimations, of the moment (and variance) for Markov and recurrent processes of the first-order, with concrete parameters of the correlation functions derived from the author's more general moment representation results.
- A simple inequality for the variance of the number of zeros of a differentiable Gaussian stationary process
- On bounds for the variance of the number of zeros of a differentiable Gaussian stationary process
- On the variance of number of zeros of Gaussian stationary processes
- The asymptotics of variance of the number of zeros for a stationary Gaussian process
- A Simple Criterion for Finiteness of the Moments of the Number of Zeros of a Gaussian Stationary Process
- The asymptotics of variance of the number of zeros for a stationary Gaussian process
- Variance linearity for real Gaussian zeros
- On bounds for the variance of the number of zeros of a differentiable Gaussian stationary process
- On the variance of number of zeros of Gaussian stationary processes
- A simple inequality for the variance of the number of zeros of a differentiable Gaussian stationary process
- scientific article; zbMATH DE number 3911407 (Why is no real title available?)
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