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

Lindgren, Georg LU orcid (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:
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
2016-04-01 12:33:05
date last changed
2025-04-04 14:37:14
@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}},
}