Level crossings of a random trigonometric polynomial with dependent coefficients
1995 ◽
Vol 58
(1)
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pp. 39-46
Keyword(s):
AbstractThis paper provides an asymptotic estimate for the expected number of K-level crossings of the random trigonometric polynomial g1 cos x + g2 cos 2x+ … + gn cos nx where gj (j = 1, 2, …, n) are dependent normally distributed random variables with mean zero and variance one. The two cases of ρjr, the correlation coeffiecient between the j-th and r-th coefficients, being either (i) constant, or (ii) ρ∣j−r∣ρ, j ≠ r, 0 < ρ < 1, are considered. It is shown that the previous result for ρjr = 0 still remains valid for both cases.
1999 ◽
Vol 22
(3)
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pp. 579-586
1997 ◽
Vol 10
(1)
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pp. 57-66
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1997 ◽
Vol 10
(1)
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pp. 67-70
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1995 ◽
Vol 8
(3)
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pp. 299-317
1998 ◽
Vol 21
(2)
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pp. 347-350
1992 ◽
Vol 5
(4)
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pp. 307-313
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1997 ◽
Vol 10
(3)
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pp. 257-264
1968 ◽
Vol 64
(3)
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pp. 721-730
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1988 ◽
Vol 1
(4)
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pp. 259-269
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Keyword(s):
2006 ◽
Vol 2006
◽
pp. 1-6