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Journal articles (2010), Extremes, 13 (3), pp. 315-351

Level Curves Crossings and Applications for Gaussian Models

KRATZ Marie , LEON J.R.

Representations into the Itô-Wiener Chaos and asymptotic results such as CLTs are obtained for the curve-crossings number of a stationary Gaussian process according to the form of the curve. Applications in physics and sea modelling follow, with the study of the estimator of the natural frequency of a harmonic oscillator and the study of specular points. Link to the article

KRATZ, M. and LEON, J.R. (2010). Level Curves Crossings and Applications for Gaussian Models. Extremes, 13(3), pp. 315-351.

Keywords : #Co, #area-formula, #Crossings, #CLT, #Gaussian-fields, #Harmonic-oscillator, #Hermite-polynomials, #Level-curve, #(Generalized)-Rice-formula, #Specular-point