Level crossings of absolutely continuous stationary symmetric $\alpha$-stable processes
Adler, Robert ; Samorodnitsky, Gennady
Ann. Appl. Probab., Tome 7 (1997) no. 1, p. 460-493 / Harvested from Project Euclid
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We describe the mean rate at which a general absolutely continuous stationary $S \alpha S$ process crosses a high level. Only nondegeneracy assumptions are imposed in the case $1 < \alpha < 2$. The same results hold for $0 < \alpha \leq 1$ under certain conditions, ensuring existence of the required conditional moments and the applicability of the classical integral formula for the expected number of level crossings.
Publié le : 1997-05-14
Classification:  Stable processes,  level crossings,  60G10,  60G70,  60G17,  60G18 
@article{1034625340,
     author = {Adler, Robert and Samorodnitsky, Gennady},
     title = {Level crossings of absolutely continuous stationary symmetric
		 $\alpha$-stable processes},
     journal = {Ann. Appl. Probab.},
     volume = {7},
     number = {1},
     year = {1997},
     pages = { 460-493},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034625340}
}

Adler, Robert; Samorodnitsky, Gennady. Level crossings of absolutely continuous stationary symmetric
		 $\alpha$-stable processes. Ann. Appl. Probab., Tome 7 (1997) no. 1, pp.  460-493. http://gdmltest.u-ga.fr/item/1034625340/