Level crossings and other level functionals of stationary Gaussian processes
Level crossings and other level functionals of stationary Gaussian processes
This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate of convergence, local time and number of crossings] are described, as well as the different approaches [normal …