Title of article
Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
Author/Authors
Marcus، نويسنده , , Michael B. and Shen، نويسنده , , Kevin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
32
From page
1
To page
32
Abstract
Let ENu(0,1) denote the expected number of crossings of a level u, in a fixed time interval [0,1], by a large class of real valued symmetric stationary harmonizable infinitely divisible processes which includes stationary harmonizable stable processes. Equivalent upper and lower bounds are given for EN0(0,1) and a precise asymptotic limit is given for ENu(0,1), as u → ∞.
Journal title
Stochastic Processes and their Applications
Serial Year
1998
Journal title
Stochastic Processes and their Applications
Record number
1576265
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