Covariances of zero crossings in Gaussian processes
نویسندگان
چکیده
منابع مشابه
Covariances of Zero Crossings in Gaussian Processes
For a zero-mean Gaussian process, the covariances of zero crossings can be expressed as the sum of quadrivariate normal orthant probabilities. In this paper, we demonstrate the evaluation of zero crossing covariances using one-dimensional integrals. Furthermore, we provide asymptotics of zero crossing covariances for large time lags and derive bounds and approximations. Based on these results, ...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2010
ISSN: 0040-361X
DOI: 10.4213/tvp4241