|
Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 101–120
(Mi tvp2473)
|
|
|
|
This article is cited in 8 scientific papers (total in 8 papers)
Convergence of the Longuet-Higgins series for Gaussian stationary Markov process of the first order
R. N. Mirošin A. A. Ždanov Leningrad State University
Abstract:
Let $\biggl(\xi_t,\frac{d\xi_t}{dt}\biggr)$ be a Gaussian stationary Markov process. M. S. Longuet-Higgins used
alternating series (coefficients of which are expressed in terms of factorial moments of the number of zeroes of $\xi_t$) for a representation of the distribution function of the distance between the $i^{th}$ and the $(i+m+1)^{th}$ zeroes of $\xi_t$. In this paper the problem of convergence of these series is studied.
Received: 03.10.1978
Citation:
R. N. Mirošin, “Convergence of the Longuet-Higgins series for Gaussian stationary Markov process of the first order”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 101–120; Theory Probab. Appl., 26:1 (1981), 97–117
Linking options:
https://www.mathnet.ru/eng/tvp2473 https://www.mathnet.ru/eng/tvp/v26/i1/p101
|
Statistics & downloads: |
Abstract page: | 168 | Full-text PDF : | 81 |
|