论文信息 - Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes

Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes

Let denote the expected number of crossings of a level , in a fixed time interval [0,1], by a large class of real valued symmetric stationary harmonizable infinitely divisible processes which includes stationary harmonizable stable processes. Equivalent upper and lower bounds are given for and a precise asymptotic limit is given for , as .

Michael B. Marcus | Kevin Shen | M. Marcus | Kevin Shen

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