An asymptotic expansion of the crossing rate of a surface by a stationary Gaussian vector process

Oskar Hagberg

Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
2005

ISSN 1403-9338

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Abstract:

We consider a real valued function of a vector valued, differentiable, stationary Gaussian process and study an asymptotic expansion of the rate of level crossings as a parameter tends to infinity. We give explicit forms for the first and second terms in this expansion.