EXPECTED NUMBER OF CROSSINGS OF AN ARBITRARY CURVE BY A NON-STATIONARY GAUSSIAN PROCESS
BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA MATHEMATICS RESEARCH LAB
Pagination or Media Count:
A formula is derived for the expected number of crossings of an arbitrary, possibly discontinuous, curve in a time interval O, T by a continuous non-stationary normal process. It is shown that a formula analogous to that of M. R. Leadbetter and J. D. Cryer holds under conditions more general than they considered.
- Statistics and Probability