A GENERAL METHOD FOR THE CALCULATION OF AXIS-CROSSING MOMENTS.

Abstract

In this report the moments of the number of crossings of a level or curve by a stochastic process are obtained, for a wide class of such processes. This extends results of Cramer and Leadbetter, also Ylvisaker to non normal cases and provides an alternative derivation to that of Ylvisaker (loc. cit.) in the normal case. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1966
Accession Number
AD0635139

Entities

People

  • M. Ross Leadbetter

Organizations

  • RTI International

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Crossings
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.