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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

 

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