Level crossings and other level functionals of stationary Gaussian processes.

Kratz, Marie F.. "Level crossings and other level functionals of stationary Gaussian processes.." Probability Surveys [electronic only] 3 (2006): 230-288. <http://eudml.org/doc/224029>.

@article{Kratz2006,
author = {Kratz, Marie F.},
journal = {Probability Surveys [electronic only]},
keywords = {(up) crossings; (non) central limit theorems; Gaussian processes/fields; Hermite polynomials; level curve; level functionals; local time; (factorial) moments; normal comparison method; number of maxima; Poisson convergence; rate of convergence; Rice method; sojourn; Wiener chaos},
language = {eng},
pages = {230-288},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Level crossings and other level functionals of stationary Gaussian processes.},
url = {http://eudml.org/doc/224029},
volume = {3},
year = {2006},
}

TY - JOUR
AU - Kratz, Marie F.
TI - Level crossings and other level functionals of stationary Gaussian processes.
JO - Probability Surveys [electronic only]
PY - 2006
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 3
SP - 230
EP - 288
LA - eng
KW - (up) crossings; (non) central limit theorems; Gaussian processes/fields; Hermite polynomials; level curve; level functionals; local time; (factorial) moments; normal comparison method; number of maxima; Poisson convergence; rate of convergence; Rice method; sojourn; Wiener chaos
UR - http://eudml.org/doc/224029
ER -