Sufficiency and the Number of Level Crossings by a Stationary Process.

Abstract

It is shown how to derive the exact distribution of the number of axis crossings by a stationary process when the binary process obtained by clipping the original process is a pth-order Markov chain. The same method is used in deriving the asymptotic distribution of the number of upcrossings of a high level by a stationary process. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1977
Accession Number
ADA046603

Entities

People

  • Benjamin Kedem

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Binomials
  • Crossings
  • Data Science
  • Goodness Of Fit Tests
  • Information Science
  • Markov Chains
  • Mathematics
  • Probability
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.