The Expected Number of Level Crossings for Stationary, Harmonisable, Symmetric, Stable Processes

Author:

Adler Robert J.,Samorodnitsky Gennady,Gadrich Tamar

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 16 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The First Achievement of a Given Level by a Random Process;2023 62nd IEEE Conference on Decision and Control (CDC);2023-12-13

2. Large deviations for conditionally Gaussian processes: estimates of level crossing probability;Modern Stochastics: Theory and Applications;2018

3. Extremes of Gaussian processes with smooth random expectation and smooth random variance;Lithuanian Mathematical Journal;2017-01

4. Intermediate-level crossings of a first-passage path;Journal of Statistical Mechanics: Theory and Experiment;2015-06-30

5. Sub-Gaussian model of processes with heavy-tailed distributions applied to air permeabilities of fractured tuff;Stochastic Environmental Research and Risk Assessment;2012-03-16

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