Level curves crossings and applications for Gaussian models

被引：0

作者：

Marie F. Kratz

José R. León

机构：

[1] ESSEC Business School Paris,Escuela de Matemática, Facultad de Ciencias

[2] Universidad Central de Venezuela,undefined

来源：

Extremes | 2010年 / 13卷

关键词：

Co-area formula; Crossings; CLT; Gaussian fields; Harmonic oscillator; Hermite polynomials; Level curve; (Generalized) Rice formula; Specular point; Primary–60G15; Secondary–60G10, 60G60, 60G70; Thirdly–78A97;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Representations into the Itô-Wiener Chaos and asymptotic results such as CLTs are obtained for the curve-crossings number of a stationary Gaussian process according to the form of the curve. Applications in physics and sea modelling follow, with the study of the estimator of the natural frequency of a harmonic oscillator and the study of specular points.

引用

页码：315 / 351

页数：36

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