Convergence of the Longuet-Higgins series for Gaussian stationary Markov process of the first order
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 101-120

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Let $\biggl(\xi_t,\frac{d\xi_t}{dt}\biggr)$ be a Gaussian stationary Markov process. M. S. Longuet-Higgins used alternating series (coefficients of which are expressed in terms of factorial moments of the number of zeroes of $\xi_t$) for a representation of the distribution function of the distance between the $i^{th}$ and the $(i+m+1)^{th}$ zeroes of $\xi_t$. In this paper the problem of convergence of these series is studied.
@article{TVP_1981_26_1_a7,
     author = {R. N. Miro\v{s}in},
     title = {Convergence of the {Longuet-Higgins} series for {Gaussian} stationary {Markov} process of the first order},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {101--120},
     publisher = {mathdoc},
     volume = {26},
     number = {1},
     year = {1981},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a7/}
}
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R. N. Mirošin. Convergence of the Longuet-Higgins series for Gaussian stationary Markov process of the first order. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 101-120. http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a7/