EXPECTED NUMBER OF CROSSINGS OF AN ARBITRARY CURVE BY A NON-STATIONARY GAUSSIAN PROCESS

Abstract

A formula is derived for the expected number of crossings of an arbitrary, possibly discontinuous, curve in a time interval (O, T) by a continuous non-stationary normal process. It is shown that a formula analogous to that of M. R. Leadbetter and J. D. Cryer holds under conditions more general than they considered.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1967
Accession Number
AD0649603

Entities

People

  • Gordon B. Crawford

Organizations

  • Boeing

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Continuity
  • Crossings
  • Delta Functions
  • Discontinuities
  • Gaussian Processes
  • Integrals
  • Intervals
  • Mathematics
  • Normal Distribution
  • Probability
  • Scientific Research
  • Sequences
  • Stationary
  • Step Functions
  • Stochastic Processes
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Statistical inference.