Essec\Faculty\Model\Contribution {#2216 ▼
#_index: "academ_contributions"
#_id: "1905"
#_source: array:26 [
"id" => "1905"
"slug" => "1905-level-crossings-and-other-level-functionals-of-stationary-gaussian-processes"
"yearMonth" => "2006-01"
"year" => "2006"
"title" => "Level Crossings and Other Level Functionals of Stationary Gaussian Processes"
"description" => "KRATZ, M. (2006). Level Crossings and Other Level Functionals of Stationary Gaussian Processes. <i>Probability Surveys</i>, pp. 230-288.
KRATZ, M. (2006). Level Crossings and Other Level Functionals of Stationary Gaussian Processes. <i>P
"
"authors" => array:1 [
0 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
]
"ouvrage" => ""
"keywords" => array:2 [
0 => "Gaussian processes"
1 => "Hermite polynomials"
]
"updatedAt" => "2020-12-17 17:55:06"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "230-288"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate of convergence, local time and number of crossings] are described, as well as the different approaches [normal comparison method, Rice method, Stein-Chen method, a general m-dependent method] used to obtain them, these methods are also very useful in the general context of Gaussian fields. Finally some extensions [time occupation functionals, number of maxima in an interval, process indexed by a bidimensional set] are proposed, illustrating the generality of the methods. A large inventory of papers and books on the subject ends the survey.
This paper presents a synthesis on the mathematical work done on level crossings of stationary Gauss
"
"en" => "This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, representation into the Wiener Chaos, asymptotic results, rate of convergence, local time and number of crossings] are described, as well as the different approaches [normal comparison method, Rice method, Stein-Chen method, a general m-dependent method] used to obtain them, these methods are also very useful in the general context of Gaussian fields. Finally some extensions [time occupation functionals, number of maxima in an interval, process indexed by a bidimensional set] are proposed, illustrating the generality of the methods. A large inventory of papers and books on the subject ends the survey.
This paper presents a synthesis on the mathematical work done on level crossings of stationary Gauss
"
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-03-20T23:21:41.000Z"
"docTitle" => "Level Crossings and Other Level Functionals of Stationary Gaussian Processes"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>"
"docDescription" => "<span class="document-property-authors">KRATZ Marie</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2006</span>
<span class="document-property-authors">KRATZ Marie</span><br><span class="document-property-authors
"
"keywordList" => "<a href="#">Gaussian processes</a>, <a href="#">Hermite polynomials</a>"
"docPreview" => "<b>Level Crossings and Other Level Functionals of Stationary Gaussian Processes</b><br><span>2006-01 | Journal articles </span>
<b>Level Crossings and Other Level Functionals of Stationary Gaussian Processes</b><br><span>2006-01
"
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Level Crossings and Other Level Functionals of Stationary Gaussian Processes</a>
<a href="#" target="_blank">Level Crossings and Other Level Functionals of Stationary Gaussian Proce
"
]
+lang: "en"
+"_type": "_doc"
+"_score": 9.159047
+"parent": null
}