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 14039338

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.





