• 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