Point Processes Generated by Level Crossings.
NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS
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The paper consists primarily of a review of available literature and especially more recent work concerning the crossings of levels and curves by stochastic processes. Attention is particularly directed towards those properties for which it is most profitable to emphasize the point process nature of the crossings. Topics considered include the mean and moments of the number of crossings, the distributions of times between them, crossings by vector processes and fields, Poisson approximations, and local extremes with particular referrence to crest-trough times and heights. Author
- Statistics and Probability