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Annals of Probability
Volumn 34, Issue 4, 2006, Pages 1601-1607
On the second moment of the number of crossings by a stationary Gaussian process
Author keywords

Crossings; Gaussian processes; Geman condition; Hermite polynomials; Level curve; Spectral moment
Indexed keywords

EID: 33750179748     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117906000000142     Document Type: Article
Times cited : (23)
References (12)
  • 1
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    • Belyaev, Y.K.1
  • 3
    • 33750199025 scopus 로고
    • Conditions forfinite moments ofthe number of zero crossings for Gaussian processes
    • MR0388515
    • CUZICK, J. (1975). Conditions forfinite moments ofthe number of zero crossings for Gaussian processes. Ann. Probab. 3 849-858. MR0388515
    • (1975) Ann. Probab. , vol.3 , pp. 849-858
    • Cuzick, J.1
  • 4
    • 33750168104 scopus 로고
    • Local nondeterminism and the zeros of Gaussian processes
    • MR0488252
    • CUZICK, J. (1978). Local nondeterminism and the zeros of Gaussian processes. Ann. Probab. 6 72-84. MR0488252
    • (1978) Ann. Probab. , vol.6 , pp. 72-84
    • Cuzick, J.1
  • 5
    • 33750153474 scopus 로고
    • Correction: quot;Local nondeterminism and the zeros of Gaussian processes.quot;
    • MR0893928
    • CUZICK, J. (1987). Correction: quot;Local nondeterminism and the zeros of Gaussian processes.quot; Ann. Probab. 15 1229. MR0893928
    • (1987) Ann. Probab. , vol.15 , pp. 1229
    • Cuzick, J.1
  • 6
    • 0010926067 scopus 로고
    • On the variance of the number of zeros of a stationary Gaussian process
    • MR0301791
    • GEMAN, D. (1972). On the variance of the number of zeros of a stationary Gaussian process. Ann. Math. Statist. 43 977-982. MR0301791
    • (1972) Ann. Math. Statist. , vol.43 , pp. 977-982
    • Geman, D.1
  • 7
    • 0011153860 scopus 로고
    • The expected number of zeros of continuous stationary Gaussian processes
    • MR0166824
    • ITÔ, K. (1964). The expected number of zeros of continuous stationary Gaussian processes. J. Math. Kyoto Univ. 3 207-216. MR0166824
    • (1964) J. Math. Kyoto Univ. , vol.3 , pp. 207-216
    • Itô, K.1
  • 9
    • 84939730902 scopus 로고
    • Mathematical analysis of random noise
    • MR0010932
    • RICE, S. O. (1944). Mathematical analysis of random noise. Bell System Tech. J. 23 282-332. MR0010932
    • (1944) Bell System Tech. J. , vol.23 , pp. 282-332
    • Rice, S.O.1
  • 10
    • 34250296747 scopus 로고
    • Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
    • MR0471045
    • TAQQU, M. (1977). Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence. Z. Wahrsch. Verw. Gebiete 40 203-238. MR0471045
    • (1977) Z. Wahrsch. Verw. Gebiete , vol.40 , pp. 203-238
    • Taqqu, M.1
  • 11
    • 0011109660 scopus 로고
    • The expected number of zeros of a stationary Gaussian process
    • MR0177458
    • YLVISAKER, N. (1965). The expected number of zeros of a stationary Gaussian process. Ann. Math. Statist. 36 1043-1046. MR0177458
    • (1965) Ann. Math. Statist. , vol.36 , pp. 1043-1046
    • Ylvisaker, N.1
  • 12
    • 0039636740 scopus 로고
    • On a theorem of cramér and leadbetter
    • MR0193686
    • YLVISAKER, N. (1966). On a theorem of Cramér and Leadbetter. Ann. Math. Statist. 37 682-685. MR0193686
    • (1966) Ann. Math. Statist. , vol.37 , pp. 682-685
    • Ylvisaker, N.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.