Convergence of Rice and Longuet-Higgins series for a~Wong process
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 4, pp. 885-888
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Let $\xi_t$ be a Wong process, i. e. a stationary Gaussian process with zero mean and the co-variance function
$$
p_t=\frac{3}{2}\exp\biggl(-\frac{|t|}{\sqrt 3}\biggr)
\biggl[1-\frac{1}{3}\exp\biggl(-\frac{2}{\sqrt 3}|t|\biggr)\biggr].
$$
S. O. Rice and M. S. Longuet-Higgins used alternating series of factorial moments of the number of zeroes of $\xi_t$ for a representation of the distribution function $F_m(t)$ of the distance between the $i$ th and $(i+m+1)$th zeroes of $\xi_t$.
In the paper, the problem of convergence of these series is studied.
@article{TVP_1976_21_4_a21,
author = {R. N. Miro\v{s}in},
title = {Convergence of {Rice} and {Longuet-Higgins} series for {a~Wong} process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {885--888},
publisher = {mathdoc},
volume = {21},
number = {4},
year = {1976},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_4_a21/}
}
R. N. Mirošin. Convergence of Rice and Longuet-Higgins series for a~Wong process. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 4, pp. 885-888. http://geodesic.mathdoc.fr/item/TVP_1976_21_4_a21/