Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

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.
Please use this url to cite or link to this publication:
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unpublished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
2016-04-04 09:05:29
date last changed
2018-11-21 20:50:42
@article{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    = {{Manne Siegbahn Institute}},
  series       = {{Preprint without journal information}},
  title        = {{Saddle point approximation of Rice's formula}},
  year         = {{2005}},
}