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 functionscentral limit theoremasymptotic variancestationary Gaussian processlevel-crossingdiagram theoremmultiple Wiener-Ito integral expansions

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)

Related Items (14)

Variance of the number of zeroes of shift-invariant Gaussian analytic functions ⋮ The winding of stationary Gaussian processes ⋮ A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions ⋮ A CLT concerning critical points of random functions on a Euclidean space ⋮ Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes ⋮ Asymptotic normality of high level-large time crossings of a Gaussian process ⋮ An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process ⋮ Cumulants asymptotics for the zeros counting measure of real Gaussian processes ⋮ Variance of the volume of random real algebraic submanifolds II ⋮ Gaussian complex zeroes are not always normal: limit theorems on the disc ⋮ Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields ⋮ Diophantine Gaussian excursions and random walks ⋮ Variance linearity for real Gaussian zeros ⋮ On autocorrelation estimation in mixed-spectrum Gaussian processes

Cites Work

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• Wiener functionals and probability limit theorems. I: The central limit theorems
• A central limit theorem for non-instantaneous filters of a stationary Gaussian process
• Multiple Wiener-Ito integrals. With applications to limit theorems
• A central limit theorem for the number of zeros of a stationary Gaussian process
• Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
• Non-central limit theorems for non-linear functional of Gaussian fields
• On the Variance of the Number of Zeros of a Stationary Gaussian Process

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