Saddle point approximation of Rice's formula
Författare
Summary, in English
The saddle point approximation of Rice's formula for the upcrossing rate of a stationary random process has until now only been informally studied. We formulate and prove a formal theorem which gives the first two terms in the saddle point expansion and slightly modify the second term.
Avdelning/ar
Publiceringsår
2005
Språk
Engelska
Publikation/Tidskrift/Serie
Preprint without journal information
Issue
2005:2
Dokumenttyp
Artikel i tidskrift
Förlag
Manne Siegbahn Institute
Ämne
- Probability Theory and Statistics
Aktiv
Unpublished
ISBN/ISSN/Övrigt
- ISSN: 0348-7911