Crossing Statistics of Quadratic Transformations of LMA Processes
Journal article, 2013
Kac-Siegert representation
Rice's formula
LMA processes
Crossing statistics
Gamma processes
Quadratic transformation
Author
J. Jith
IIT Madras
Sayan Gupta
IIT Madras
Igor Rychlik
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematical Statistics
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