Accession Number:

ADA127459

Title:

The Asymptotic Variance of Higher Order Crossings.

Descriptive Note:

Technical rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1982-08-01

Pagination or Media Count:

21.0

Abstract:

The rate of decrease in the variance of higher order crossings is obtained for stationary Gaussian m-dependent sequences. This result provides a fast approximation to the variance of the number of axis crossings of oscillatory processes. In some sense, the authors fill in a gap not answered by the Higher Order Crossings Theorem regarding the monotonicity of higher order crossings. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE