Multiple Wiener-Itô integral expansions for level-crossing-count functionals

DOI10.1007/BF01312215zbMath0694.60032MaRDI QIDQ909337

Eric V. Slud

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

hypergeometric functions; central limit theorem; asymptotic variance; stationary Gaussian process; level-crossing; diagram theorem; multiple Wiener-Ito integral expansions

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G12: General second-order stochastic processes

60G35: Signal detection and filtering (aspects of stochastic processes)

60H05: Stochastic integrals

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Cites Work

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