Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set

DOI10.1016/0304-4149(82)90004-7zbMath0485.60040OpenAlexW2042037447MaRDI QIDQ1164317

S. Singh

Publication date: 1982

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90004-7

zbMATH Keywords

factorial momentszero crossingsabsolutely continuous sample pathsconstrained zero crossingspoints of density

Mathematics Subject Classification ID

Sample path properties (60G17) Generalized stochastic processes (60G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Level crossings of a stochastic process with absolutely continuous sample paths
• The expected number of zeros of continuous stationary Gaussian processes
• Occupation times for smooth stationary processes
• On the Average Number of Crossings of a Level by the Sample Functions of a Stochastic Process
• On the Mean Number of Crossings of a Level by a Stationary Gaussian Process
• The Moments of the Number of Crossings of a Level by a Stationary Normal Process
• On the Mean Number of Curve Crossings by Non-Stationary Normal Processes
• The Expected Number of Zeros of a Stationary Gaussian Process
• On Crossings of Levels and Curves by a Wide Class of Stochastic Processes
• On a Theorem of Cramer and Leadbetter
• A Note on the Absence of Tangencies in Gaussian Sample Paths
• Mathematical Analysis of Random Noise

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