Saddle point approximation of Rice's formula
Oskar Hagberg
Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
2005
ISSN 14039338

Abstract:

The saddle point approximation of Rice's formula for the upcrossing rate
of a stationary random process has until now only been informally studied.
We formulate and prove a formal theorem which gives the first two terms in
the saddle point expansion and slightly modify the second term.





