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
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
Journal title :
Stochastic Processes and their Applications