LEVEL CROSSINGS OF ABSOLUTELY CONTINUOUS STATIONARY SYMMETRIC α-STABLE PROCESSES
成果类型：
Article
署名作者：
Adler, Robert; Samorodnitsky, Gennady
署名单位：
Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill; Cornell University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1997
页码：
460-493
关键词：
摘要：
We describe the mean rate at which a general absolutely continuous stationary S alpha S process crosses a high level. Only nondegeneracy assumptions are imposed in the case 1 < alpha < 2. The same results hold for 0 < alpha <= 1 under certain conditions, ensuring existence of the required conditional moments and the applicability of the classical integral formula for the expected number of level crossings.