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.
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页码：315 / 351
页数：36
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