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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 185–189
(Mi tvp3024)
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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
The central limit theorem for the number of level crossings of a stationary Gaussian process
V. I. Piterbarg Moscow
Abstract:
Let $r(t)$ be the covariance function of a stationary Gaussian process with zero mean. If
$$
\int_0^{\infty}t(|r(t)|+|r'(t)|+|r''(t)|)\,dt<\infty,
$$
then the central limit theorem for the number of level crossings in a large interval is proved to hold.
Received: 20.07.1976
Citation:
V. I. Piterbarg, “The central limit theorem for the number of level crossings of a stationary Gaussian process”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 185–189; Theory Probab. Appl., 23:1 (1978), 178–182
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