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Saddle point approximation of Rice's formula

Hagberg, Oskar LU (2005) In Preprint without journal information
Abstract
The saddle point approximation of Rice's formula for the upcrossing rate of a stationary random process has until now only been informally studied. We formulate and prove a formal theorem which gives the first two terms in the saddle point expansion and slightly modify the second term.
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author
organization
publishing date
type
Contribution to journal
publication status
unpublished
subject
in
Preprint without journal information
issue
2005:2
publisher
Manne Siegbahn Institute
ISSN
0348-7911
language
English
LU publication?
yes
id
34a771bf-5f7b-4007-8c2c-95c353ac8dc3 (old id 930197)
date added to LUP
2008-01-15 15:12:47
date last changed
2016-04-16 06:11:54
@misc{34a771bf-5f7b-4007-8c2c-95c353ac8dc3,
  abstract     = {The saddle point approximation of Rice's formula for the upcrossing rate of a stationary random process has until now only been informally studied. We formulate and prove a formal theorem which gives the first two terms in the saddle point expansion and slightly modify the second term.},
  author       = {Hagberg, Oskar},
  issn         = {0348-7911},
  language     = {eng},
  number       = {2005:2},
  publisher    = {ARRAY(0x8212398)},
  series       = {Preprint without journal information},
  title        = {Saddle point approximation of Rice's formula},
  year         = {2005},
}