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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 4, Pages 885–888
(Mi tvp3437)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Convergence of Rice and Longuet-Higgins series for a Wong process
R. N. Mirošin A. A. Ždanov Leningrad State University
Abstract:
Let $\xi_t$ be a Wong process, i. e. a stationary Gaussian process with zero mean and the co-variance function
$$
p_t=\frac{3}{2}\exp\biggl(-\frac{|t|}{\sqrt 3}\biggr)
\biggl[1-\frac{1}{3}\exp\biggl(-\frac{2}{\sqrt 3}|t|\biggr)\biggr].
$$
S. O. Rice and M. S. Longuet-Higgins used alternating series of factorial moments of the number of zeroes of $\xi_t$ for a representation of the distribution function $F_m(t)$ of the distance between the $i$ th and $(i+m+1)$th zeroes of $\xi_t$.
In the paper, the problem of convergence of these series is studied.
Received: 28.05.1975
Citation:
R. N. Mirošin, “Convergence of Rice and Longuet-Higgins series for a Wong process”, Teor. Veroyatnost. i Primenen., 21:4 (1976), 885–888; Theory Probab. Appl., 21:4 (1977), 863–866
Linking options:
https://www.mathnet.ru/eng/tvp3437 https://www.mathnet.ru/eng/tvp/v21/i4/p885
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Abstract page: | 173 | Full-text PDF : | 76 |
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