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Slepian models for chi²-processes with dependent components with application to envelope upcrossings

Lindgren, Georg LU (1989) In Journal of Applied Probability 26. p.36-49
Abstract
A Slepian model for the local behaviour near the level upcrossings of a chi²-process with dependent Gaussian components is presented. In case of independent components, this model is shown to take on a rather simple form, thereby simplifying earlier results by Aronowich and Adler.



The Slepian model is applied to the envelope of a stationary Gaussian process and used to approximate the probability of "empty" envelope upcrossings, i.e. the probability that an envelope upcrossing is not followed by a level crossing in the original process.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Level crossing, reliability
in
Journal of Applied Probability
volume
26
pages
36 - 49
publisher
Applied Probability Trust
ISSN
1475-6072
language
English
LU publication?
yes
id
c39727c6-e7cc-47a5-9120-0e0217815f74 (old id 1214809)
date added to LUP
2008-09-16 16:12:15
date last changed
2017-03-15 13:26:58
@article{c39727c6-e7cc-47a5-9120-0e0217815f74,
  abstract     = {A Slepian model for the local behaviour near the level upcrossings of a chi²-process with dependent Gaussian components is presented. In case of independent components, this model is shown to take on a rather simple form, thereby simplifying earlier results by Aronowich and Adler. <br/><br>
<br/><br>
The Slepian model is applied to the envelope of a stationary Gaussian process and used to approximate the probability of "empty" envelope upcrossings, i.e. the probability that an envelope upcrossing is not followed by a level crossing in the original process.},
  author       = {Lindgren, Georg},
  issn         = {1475-6072},
  keyword      = {Level crossing,reliability},
  language     = {eng},
  pages        = {36--49},
  publisher    = {Applied Probability Trust},
  series       = {Journal of Applied Probability},
  title        = {Slepian models for chi²-processes with dependent components with application to envelope upcrossings},
  volume       = {26},
  year         = {1989},
}