On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes
From MaRDI portal
Publication:2897147
DOI10.1239/jap/1339878791zbMath1279.60112arXiv1009.3885OpenAlexW1970351131WikidataQ56907305 ScholiaQ56907305MaRDI QIDQ2897147
Günter Last, Konstantin A. Borovkov
Publication date: 8 July 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.3885
stationaritystochastic networkPalm probabilitylevel crossingRice's formulapiecewise-deterministic process
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Estimation of the average number of continuous crossings for non-stationary non-diffusion processes ⋮ Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary ⋮ On the finiteness of the moments of the measure of level sets of random fields ⋮ Rice formula for processes with jumps and applications
Cites Work
- A general Rice formula, Palm measures, and horizontal-window conditioning for random fields
- On some reliability applications of Rice's formula for the intensity of level crossings
- On level crossings for a general class of piecewise-deterministic Markov processes
- Level Sets and Extrema of Random Processes and Fields
- Explicit formulae for stationary distributions of stress release processes
- Reflections on Rice's Formulae for Level Crossings - History, Extensions and Use
- Random Fields and Geometry
- Level crossings of nondifferentiable shot processes
- Mathematical Analysis of Random Noise
- Ordinary Differential Equations
- Unnamed Item
- Unnamed Item
This page was built for publication: On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes