Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes

DOI10.1016/0304-4149(89)90039-2zbMath0693.60027OpenAlexW2001270924MaRDI QIDQ908578

Michael B. Marcus

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90039-2

zbMATH Keywords

stationary Gaussian processesexpected number of level crossingsrepresentation of p-stable random variables

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ Limit theorems for stable processes with application to spectral density estimation ⋮ Level crossings of absolutely continuous stationary symmetric \(\alpha\)-stable processes ⋮ Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes ⋮ 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.

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