On the level-upcrossings of stochastic processes

Authors

  • Farag Abdel University of Kuwait, Kuwait
  • Salam Attia Univesity of Kuwait, Kuwait
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References

Bartlett, M. S., An introduction to stochastic processes, with special reference to methods and applications. Cambridge University Press, New York 1960 xiv+312 pp., MR0112171.

Blake, Ian F., Lindsey, William C., Level-crossing problems for random processes. IEEE Trans. Information Theory IT-19 (1973), 295-315, MR0370729, https://doi.org/10.1109/tit.1973.1055016

Cramér, Harald, Leadbetter, M. R., Stationary and related stochastic processes. Sample function properties and their applications. John Wiley & Sons, Inc., New York-London-Sydney 1967 xii+348 pp., MR0217860.

Kac, Mark, Slepian, David Large excursions of Gaussian processes. Ann. Math. Statist. 30 1959 1215-1228, MR0115222, https://doi.org/10.1214/aoms/1177706105

Kameda, Hiroyuki, On the probability distribution of the number of crossings of a certain response level in random vibration. Mem. Fac. Engrg. Kyoto Univ. 34 (1972), 68-83, MR0315782.

Khintchine, A. Y., Mathematical methods in the theory of queueing. Translated by D. M. Andrews and M. H. Quenouille. Griffin's Statistical Monographs & Courses, No. 7 Hafner Publishing Co., New York 1960 120 pp., MR0115224.

Rice, James R., Beer, Ferdinand P., First-occurrence time of high-level crossings in a continuous random process. J. Acoust. Soc. Amer. 39 1966 323-335, MR0193664, https://doi.org/10.1121/1.1909893

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Published

1979-08-01

How to Cite

Abdel, F., & Attia, S. (1979). On the level-upcrossings of stochastic processes. Anal. Numér. Théor. Approx., 8(2), 127–135. Retrieved from https://ictp.acad.ro/jnaat/journal/article/view/1979-vol8-no2-art2

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Vol. 8 No. 2 (1979)

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Articles

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