Inequalities for the variance of the number of zeros of some stationary Gaussian processes (Q864410)
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scientific article; zbMATH DE number 5123403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inequalities for the variance of the number of zeros of some stationary Gaussian processes |
scientific article; zbMATH DE number 5123403 |
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Inequalities for the variance of the number of zeros of some stationary Gaussian processes (English)
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8 February 2007
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The numerical computation for the moments (thus variance) of the number of zeros for a random process has significant applications. In several previous papers, the author obtained, for two stationary Gaussian processes, the representation of the second moment (and variance) via elementary functions. The explicit formulas of the second-order moment for the two classes of stationary Gaussian processes are used to provide explicit inequalities, thus estimations, of the moment (and variance) for Markov and recurrent processes of the first-order, with concrete parameters of the correlation functions derived from the author's more general moment representation results.
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number of zeros for the random process
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stationary Gaussian process
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explicit formulas of second-order moment
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representation of second-order moment by elementary functions
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variance inequalities
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moment representation techniques
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