Saddle point approximation of Rice's formula
(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:
https://lup.lub.lu.se/record/930197
- author
- Hagberg, Oskar LU
- organization
- publishing date
- 2005
- 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- unpublished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}}, }