The moments of the number of exits from a simply connected region
1998 ◽
Vol 30
(1)
◽
pp. 167-180
◽
Keyword(s):
We generalise the work of Cramér and Leadbetter, Ylvisaker and Ito on the level crossings of a stationary Gaussian process to multivariate processes. Necessary and sufficient conditions for the existence of the expected number of crossings E(C) of the boundary of a region of ℝp by a stationary vector stochastic process are obtained, along with an explicit formula for E(C) in the Gaussian case. A rigorous proof of Belyaev's integral formula for the factorial moments of the number of exits from a region of ℝp is given for a class of processes which includes Gaussian processes having a finite second order spectral moment matrix. Applications to χ2 processes are briefly considered.
1998 ◽
Vol 30
(01)
◽
pp. 167-180
◽
2019 ◽
Vol 11
(03)
◽
pp. 535-555
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1989 ◽
Vol 34
(9)
◽
pp. 986-990
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2013 ◽
Vol 353-356
◽
pp. 3308-3311
2013 ◽
Vol 353-356
◽
pp. 3198-3201
2003 ◽
Vol 48
(9)
◽
pp. 1674-1674
2006 ◽
Vol 81
(3)
◽
pp. 425-440