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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 1, Pages 185–189 (Mi tvp3024)

This article is cited in 7 papers

Short Communications

The central limit theorem for the number of level crossings of a stationary Gaussian process

V. I. Piterbarg

Moscow

Abstract: Let $r(t)$ be the covariance function of a stationary Gaussian process with zero mean. If
$$ \int_0^{\infty}t(|r(t)|+|r'(t)|+|r''(t)|)\,dt<\infty, $$
then the central limit theorem for the number of level crossings in a large interval is proved to hold.

Received: 20.07.1976


 English version:
Theory of Probability and its Applications, 1978, 23:1, 178–182

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