On the Mean Number of Curve Crossings by Non-Stationary Normal Processes
Leadbetter, M. R. ; Cryer, J. D.
Ann. Math. Statist., Tome 36 (1965) no. 6, p. 509-516 / Harvested from Project Euclid
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In this paper we consider the mean number of crossings of an arbitrary curve, in a given time $T$, by a non-stationary normal process. A formula (2) is obtained for this and sufficient conditions for its validity given. These conditions concern the behaviour of the covariance function of the normal process. Incidental results include sufficient conditions for continuity of a normal (non-stationary) process $x(t)$ and also for $x(t)$ to satisfy a Holder condition.
Publié le : 1965-04-14
Classification:  
@article{1177700160,
     author = {Leadbetter, M. R. and Cryer, J. D.},
     title = {On the Mean Number of Curve Crossings by Non-Stationary Normal Processes},
     journal = {Ann. Math. Statist.},
     volume = {36},
     number = {6},
     year = {1965},
     pages = { 509-516},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700160}
}

Leadbetter, M. R.; Cryer, J. D. On the Mean Number of Curve Crossings by Non-Stationary Normal Processes. Ann. Math. Statist., Tome 36 (1965) no. 6, pp.  509-516. http://gdmltest.u-ga.fr/item/1177700160/