The central limit theorem for the number of level crossings of a~stationary Gaussian process
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 185-189
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Let $r(t)$ be the covariance function of a stationary Gaussian process with zero mean. If
$$
\int_0^{\infty}t(|r(t)|+|r'(t)|+|r''(t)|)\,dt\infty,
$$
then the central limit theorem for the number of level crossings in a large interval is proved to hold.
@article{TVP_1978_23_1_a17,
author = {V. I. Piterbarg},
title = {The central limit theorem for the number of level crossings of a~stationary {Gaussian} process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {185--189},
publisher = {mathdoc},
volume = {23},
number = {1},
year = {1978},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a17/}
}
TY - JOUR AU - V. I. Piterbarg TI - The central limit theorem for the number of level crossings of a~stationary Gaussian process JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1978 SP - 185 EP - 189 VL - 23 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a17/ LA - ru ID - TVP_1978_23_1_a17 ER -
V. I. Piterbarg. The central limit theorem for the number of level crossings of a~stationary Gaussian process. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 185-189. http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a17/