Accession Number:

ADA046603

Title:

Sufficiency and the Number of Level Crossings by a Stationary Process.

Descriptive Note:

Interim rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1977-08-01

Pagination or Media Count:

10.0

Abstract:

It is shown how to derive the exact distribution of the number of axis crossings by a stationary process when the binary process obtained by clipping the original process is a pth-order Markov chain. The same method is used in deriving the asymptotic distribution of the number of upcrossings of a high level by a stationary process. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE