On the Mean Number of Crossings of a Level by a Stationary Gaussian Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 474-478
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Let $\xi(t)$ be a stationary Gaussian process and $N_\xi (u)$ denote the number of solutions of $\xi(t)=u, 0\ne t\ne1$. We prove the well-known formula for $\mathbf M_\xi(u)$ under conditions that are very close to the necessary ones.
@article{TVP_1961_6_4_a11,
author = {E. V. Bulinskaya},
title = {On the {Mean} {Number} of {Crossings} of a {Level} by a {Stationary} {Gaussian} {Process}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {474--478},
year = {1961},
volume = {6},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a11/}
}
E. V. Bulinskaya. On the Mean Number of Crossings of a Level by a Stationary Gaussian Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 474-478. http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a11/