Point Processes Generated by Level Crossings.
Abstract
The paper consists primarily of a review of available literature (and especially more recent work) concerning the crossings of levels and curves by stochastic processes. Attention is particularly directed towards those properties for which it is most profitable to emphasize the point process nature of the crossings. Topics considered include the mean and moments of the number of crossings, the distributions of times between them, crossings by vector processes and fields, Poisson approximations, and local extremes with particular referrence to 'crest-trough' times and heights. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1971
- Accession Number
- AD0729687
Entities
People
- M. Ross Leadbetter
Organizations
- University of North Carolina at Chapel Hill