THE MOMENTS OF THE NUMBER OF CROSSINGS OF A LEVEL BY A STATIONARY NORMAL PROCESS

Abstract

In this report, the number N of upcrossings of a level U by a stationary normal process is considered, possessing, with probability one, a continuous sample derivative. A formula is obtained for the given factorial moment of arbitrary orders and under conditions which are very close to the necessary ones.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1965
Accession Number
AD0611314

Entities

People

  • Harald Cramer
  • M. R. Leadbetter

Organizations

  • RTI International

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Complex Numbers
  • Covariance
  • Crossings
  • Data Science
  • Gaussian Processes
  • Information Science
  • Intervals
  • Numbers
  • Probability
  • Probability Distributions
  • Random Variables
  • Security
  • Stationary
  • Stationary Processes
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.