Slepian models for chi²-processes with dependent components with application to envelope upcrossings
(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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1214809
- author
- Lindgren, Georg LU
- organization
- publishing date
- 1989
- 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
- 2016-04-01 12:33:05
- date last changed
- 2019-03-08 03:04:27
@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}}, keywords = {{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}}, }