Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes

DOI10.1214/aoap/1034625340zbMath0883.60026OpenAlexW2061543701MaRDI QIDQ1364398

Gennady Samorodnitsky, Robert J. Adler

Publication date: 4 March 1998

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034625340

zbMATH Keywords

Ornstein-Uhlenbeck processstable processeslevel crossings

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes., Excursion sets of three classes of stable random fields, Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities, On excursion sets, tube formulas and maxima of random fields., Rice formula for processes with jumps and applications

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