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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 444–457 (Mi tvp727)  

This article is cited in 12 scientific papers (total in 12 papers)

On the number of intersections of a level by a Gaussian stochastic process. II

Yu. K. Belyaev

Moscow
Abstract: The main result of this paper which is a continuation of [8] is the following theorem: let $\xi_t$ be a stationary Gaussian process with $\mathbf M\xi_t=0$ and $\rho(t)$ be its correlation function. If
$$ |\rho''(0)-\rho''(t)|\le\frac c{|\ln||t|^{1+\varepsilon}},\quad|t|\le t_0, $$
and
$$ \rho(t)=o\biggl(\frac1{\ln t}\biggr),\quad\rho'(t)=o\biggl(\frac1{\sqrt{\ln t}}\biggr), $$
the moments of up-crossing of level $u$ form a Poisson random stream as $u\to\infty$.
This result is a generalisation of a recent Cramer's theorem [10].
In the forthcoming third part of this investigation we'll consider other questions' about intersections by non-differentiable Gaussian processes.
Received: 17.05.1966
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 392–404
DOI: https://doi.org/10.1137/1112051
Bibliographic databases:
Language: Russian
Citation: Yu. K. Belyaev, “On the number of intersections of a level by a Gaussian stochastic process. II”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 444–457; Theory Probab. Appl., 12:3 (1967), 392–404
Citation in format AMSBIB
\Bibitem{Bel67}
\by Yu.~K.~Belyaev
\paper On the number of intersections of a~level by a~Gaussian stochastic process.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 444--457
\mathnet{http://mi.mathnet.ru/tvp727}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=217859}
\zmath{https://zbmath.org/?q=an:0162.21201}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 392--404
\crossref{https://doi.org/10.1137/1112051}
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    Cycle of papers
    This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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