Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes

DOI10.1016/S0304-4149(98)00021-0zbMath0932.60035OpenAlexW1992321372WikidataQ127778756 ScholiaQ127778756MaRDI QIDQ1805772

Michael B. Marcus, Kevin H. W. Shen

Publication date: 18 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00021-0

zbMATH Keywords

Lévy measurestable processregularly varying functionsRice's formulaharmonizable infinitely divisible processindependent increment

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items (2)

Estimation of Additive Error in Mixed Spectra for Stable Processes ⋮ On excursion sets, tube formulas and maxima of random fields.

Cites Work

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• On a Theorem of Cramer and Leadbetter
• Mathematical Analysis of Random Noise

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