THE MOMENTS OF THE NUMBER OF CROSSINGS OF A LEVEL BY A STATIONARY NORMAL PROCESS
RESEARCH TRIANGLE INST (RTI) RESEARCH TRIANGLE PARK NC
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In this report, the number N of upcrossings of a level U by a stationary normal process is considered, possessing, with probability one, a continuous sample derivative. A formula is obtained for the given factorial moment of arbitrary orders and under conditions which are very close to the necessary ones.
- Statistics and Probability