The envelope of an oscillatory process and its upcrossings

Author:

Hasofer A. M.,Petocz P.

Abstract

Let X(t) be a real-valued stochastic process with sample functions which are almost surely continuously differentiable. We say that X(t) has an upcrossing at level u at time t if X(t) = u, X′(t) > 0.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference3 articles.

1. On Crossings of Levels and Curves by a Wide Class of Stochastic Processes

2. Evolutionary spectra and non-stationary processes;Priestley;J. R. Statist. Soc.,1965

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