Level crossings and other level functionals of stationary Gaussian processes

Probability Surveys

Volumn 3, Issue 1, 2006, Pages 230-288

  Kratz, Marie F ^a  

^a ESSEC BUSINESS SCHOOL   (France)

Author keywords

(Factorial) moments; (Non) central limit theorems; (Up) crossings; Gaussian processes fields; Hermite polynomials; Level curve; Level function als; Local time; normal comparison method; Number of maxima; Poisson convergence; Rate of convergence; Rice method; Sojourn; Wiener chaos

Indexed keywords

EID: 73849118226     PISSN: None     EISSN: 15495787     Source Type: Journal    
DOI: 10.1214/154957806000000087     Document Type: Article

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