Sharp crossings of a non-stationary stochastic process and its application to random polynomials
作者:
K. Farahmand,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1996)
卷期:
Volume 14,
issue 1
页码: 89-100
ISSN:0736-2994
年代: 1996
DOI:10.1080/07362999608809427
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper we provide the expected number of zero up-crossings with slope greater thanudown-crossing with slope less than —uof a Gaussian process ξ(t) Whereuis any positive constant. Promoted by graphical interpretation, we define hese crossings asu—sharp. Then the expected number of such crossings of a random lgebraic polynomial of the formwith normally distributed coefficients follows from this result. It is Shown that for any boundeduthe expected number ofu-sharp crossings is asymptotically equal to 0-sharp crossings while foru→ ∞ asn→ ∞ such that (u2/3/n)→0 the expected number in he interval (-1,1) asymptotically remains as (1/π) lognand, outside this interval, asymtotically reduces to
点击下载:
PDF (266KB)
返 回