Level crossings and other level functionals of stationary Gaussian processes

DOI10.1214/154957806000000087zbMath1189.60079arXivmath/0612577OpenAlexW2122871148MaRDI QIDQ980757

Marie F. Kratz

Publication date: 29 June 2010

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612577

zbMATH Keywords

rate of convergenceHermite polynomialslocal timeWiener chaoslevel curvesojournPoisson convergenceRice method(factorial) moments(non) central limit theorems(up) crossingsGaussian processes/fieldslevel functionalsnormal comparison methodnumber of maxima

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) General second-order stochastic processes (60G12) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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