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

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {11},
     number = {1},
     year = {1966},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a5/}
}
TY  - JOUR
AU  - Yu. K. Belyaev
TI  - On the number of intersections of a~level by a~Gaussian stochastic process.~I
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1966
SP  - 120
EP  - 128
VL  - 11
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a5/
LA  - ru
ID  - TVP_1966_11_1_a5
ER  - 
%0 Journal Article
%A Yu. K. Belyaev
%T On the number of intersections of a~level by a~Gaussian stochastic process.~I
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1966
%P 120-128
%V 11
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a5/
%G ru
%F 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/