An asymptotic expansion of the crossing rate of a surface by a stationary Gaussian vector
(2005) In Preprint without journal information- Abstract
- We consider a real valued function of a vector valued, differentiable, stationary Gaussian process and study an asymptotic expansion of the rate of level crossings as a parameter tends to infinity. We give explicit forms for the first and second terms in this expansion.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/930190
- author
- Hagberg, Oskar LU
- organization
- publishing date
- 2005
- type
- Contribution to journal
- publication status
- unpublished
- subject
- in
- Preprint without journal information
- issue
- 2005:1
- publisher
- Manne Siegbahn Institute
- ISSN
- 0348-7911
- language
- English
- LU publication?
- yes
- id
- 983ec7f8-0e21-45b6-834a-5ec3bc92bebd (old id 930190)
- date added to LUP
- 2016-04-04 09:25:57
- date last changed
- 2018-11-21 20:53:03
@article{983ec7f8-0e21-45b6-834a-5ec3bc92bebd, abstract = {{We consider a real valued function of a vector valued, differentiable, stationary Gaussian process and study an asymptotic expansion of the rate of level crossings as a parameter tends to infinity. We give explicit forms for the first and second terms in this expansion.}}, author = {{Hagberg, Oskar}}, issn = {{0348-7911}}, language = {{eng}}, number = {{2005:1}}, publisher = {{Manne Siegbahn Institute}}, series = {{Preprint without journal information}}, title = {{An asymptotic expansion of the crossing rate of a surface by a stationary Gaussian vector}}, year = {{2005}}, }