Crossing Statistics of Quadratic Transformations of LMA Processes
Journal article, 2013
Quadratic transformation
Crossing statistics
Rice's formula
LMA processes
Gamma processes
Kac-Siegert representation
Author
J. Jith
Indian Institute of Technology
Sayan Gupta
Indian Institute of Technology
Igor Rychlik
Chalmers, Mathematical Sciences, Mathematical Statistics
University of Gothenburg
Probabilistic Engineering Mechanics
0266-8920 (ISSN) 18784275 (eISSN)
Vol. 33 9-17Roots
Basic sciences
Subject Categories
Probability Theory and Statistics
DOI
10.1016/j.probengmech.2013.01.007