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An asymptotic expansion of the crossing rate of a surface by a stationary Gaussian vector

Hagberg, Oskar LU (2005) In Preprint without journal information
Abstract
We consider a real valued function of a vector valued, differentiable, stationary Gaussian process and study an asymptotic expansion of the rate of level crossings as a parameter tends to infinity. We give explicit forms for the first and second terms in this expansion.
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author
organization
publishing date
type
Contribution to journal
publication status
unpublished
subject
in
Preprint without journal information
issue
2005:1
publisher
Manne Siegbahn Institute
ISSN
0348-7911
language
English
LU publication?
yes
id
983ec7f8-0e21-45b6-834a-5ec3bc92bebd (old id 930190)
date added to LUP
2008-01-15 15:12:40
date last changed
2016-04-16 06:41:55
@article{983ec7f8-0e21-45b6-834a-5ec3bc92bebd,
  abstract     = {We consider a real valued function of a vector valued, differentiable, stationary Gaussian process and study an asymptotic expansion of the rate of level crossings as a parameter tends to infinity. We give explicit forms for the first and second terms in this expansion.},
  author       = {Hagberg, Oskar},
  issn         = {0348-7911},
  language     = {eng},
  number       = {2005:1},
  publisher    = {Manne Siegbahn Institute},
  series       = {Preprint without journal information},
  title        = {An asymptotic expansion of the crossing rate of a surface by a stationary Gaussian vector},
  year         = {2005},
}