On Crossings of Levels and Curves by a Wide Class of Stochastic Processes
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Publication:5515844
DOI10.1214/aoms/1177699615zbMath0141.14906OpenAlexW2062748626MaRDI QIDQ5515844
Publication date: 1966
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699615
Related Items (13)
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ A note on the moments of the number of axis-crossings by a stochastic process ⋮ Impact of scale on signed, unsigned, authentic and phantom zero crossings in a noisy environment ⋮ Die Anzahl der?-Niveau-Kreuzungspunkte von stochastischen Prozessen ⋮ Crossings of smooth shot noise processes ⋮ Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set ⋮ Sharp crossings of a non-stationary stochastic process and its application to random polynomials ⋮ On level crossings for a general class of piecewise-deterministic Markov processes ⋮ Extrema of random algebraic polynomials with non-identically distributed normal coefficients ⋮ Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes ⋮ Oscillators submitted to squared Gaussian processes ⋮ Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities ⋮ Local maxima of a random trigonometric polynomial
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