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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.
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unpublished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
2025-04-04 14:01:36
@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}},
}