On the number of intersections of a level by a Gaussian stochastic process. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 1, pp. 120-128
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In this first part we are concerned with the questions connected with moments of high order of the number of intersections for a Gaussian process $\xi_t$ (which is in general nonstationary). It is proved that for factorial moments an explicit and comparatively simple formula (11) can be obtained. If $\xi_t$ has the derivative $\xi_t^{(k)}$ then the moment of order $k$ of the number of intersections is finite. In the second part we shall consider some limit theorems for max $\xi_t$ and for the number of intersections of high level.
@article{TVP_1966_11_1_a5,
author = {Yu. K. Belyaev},
title = {On the number of intersections of a~level by {a~Gaussian} stochastic {process.~I}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {120--128},
year = {1966},
volume = {11},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a5/}
}
Yu. K. Belyaev. On the number of intersections of a level by a Gaussian stochastic process. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 1, pp. 120-128. http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a5/