The Distribution of Intervals Between Zeros for a Stationary Gaussian Process

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Previous article Next article The Distribution of Intervals Between Zeros for a Stationary Gaussian ProcessE. WongE. Wonghttps://doi.org/10.1137/0118008PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] E. Wong, Some results concerning the zero-crossings of Gaussian noise, SIAM J. Appl. Math., 14 (1966), 1246–1254 10.1137/0114099 MR0207059 0147.15905 LinkISIGoogle Scholar[2] H. P. McKean, Jr., A winding problem for a resonator driven by a white noise, J. Math. Kyoto Univ., 2 (1963), 227–235 MR0156389 0119.34701 CrossrefGoogle Scholar[3] Mark Kac and , David Slepian, Large excursions of Gaussian processes, Ann. Math. Statist., 30 (1959), 1215–1228 MR0115222 0089.34101 CrossrefISIGoogle Scholar[4] A. Erdélyi, , W. Magnus, , F. Oberhettinger and , F. G. Tricomi, Tables of Integral Transforms, McGraw-Hill, New York, 1954 Google Scholar[5] M. S. Longuet-Higgins, M. Rosenblatt, Bounding approximations to the distribution of intervals between zeros of a stationary gaussian processProc. Sympos. Time Series Analysis (Brown Univ., 1962), Wiley, New York, 1963, 63–88 MR0148124 0142.14002 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails A Langevin process reflected at a partially elastic boundary: IStochastic Processes and their Applications, Vol. 122, No. 1 Cross Ref RECENT DEVELOPMENTS ON LOWER TAIL PROBABILITIES FOR GAUSSIAN PROCESSES25 January 2012 | COSMOS, Vol. 01, No. 01 Cross Ref Convergence of Longuet-Higgins Series for Stationary Gaussian Markov Processes of First OrderR. N. Miroshin17 July 2006 | Theory of Probability & Its Applications, Vol. 26, No. 1AbstractPDF (1546 KB)Second-Order Markov and Reciprocal Stationary Gaussian ProcessesR. N. Miroshin17 July 2006 | Theory of Probability & Its Applications, Vol. 24, No. 4AbstractPDF (781 KB)Convergence of Rice Longuet-Higgins Series for a Wong ProcessR. N. Miroshin17 July 2006 | Theory of Probability & Its Applications, Vol. 21, No. 4AbstractPDF (349 KB)The zero-crossing interval statistics of the smoothed random telegraph signalInformation Sciences, Vol. 13, No. 3 Cross Ref Recent progress in stochastic processes--A surveyIEEE Transactions on Information Theory, Vol. 19, No. 3 Cross Ref Level-crossing problems for random processesIEEE Transactions on Information Theory, Vol. 19, No. 3 Cross Ref Volume 18, Issue 1| 1970SIAM Journal on Applied Mathematics History Submitted:09 April 1968Published online:31 July 2006 InformationCopyright © 1970 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0118008Article page range:pp. 67-73ISSN (print):0036-1399ISSN (online):1095-712XPublisher:Society for Industrial and Applied Mathematics