Abstract:
We deal with factorial moments Nm(t) of the number of zeroes of a Gaussian stationary process ξτ, Mξτ=0, τ∈[0,t]. For ξt having the property of local non-determinism of order k (Definition 1), necessary and sufficient conditions for moments Nm(t) to be finite are obtained (Theorems 1 and 2). In Theorems 3 and 4 these conditions are simplified for the case k=1.
Citation:
R. N. Mirošin, “Conditions for moments of the number of zeroes of Gaussian stationary processes to be finite”, Teor. Veroyatnost. i Primenen., 22:3 (1977), 631–641; Theory Probab. Appl., 22:3 (1978), 615–625
\Bibitem{Mir77}
\by R.~N.~Miro{\v s}in
\paper Conditions for moments of the number of zeroes of Gaussian stationary processes to be finite
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 3
\pages 631--641
\mathnet{http://mi.mathnet.ru/tvp3266}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=448515}
\zmath{https://zbmath.org/?q=an:0401.60038}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 3
\pages 615--625
\crossref{https://doi.org/10.1137/1122076}
Linking options:
https://www.mathnet.ru/eng/tvp3266
https://www.mathnet.ru/eng/tvp/v22/i3/p631
This publication is cited in the following 3 articles:
Level Sets and Extrema of Random Processes and Fields, 2009, 373
Jean-Marc Azaïs, Mario Wschebor, In and Out of Equilibrium, 2002, 321
T. L. Malevič, “On conditions for the moments of the number of zeros of Gaussian stationary processes to be finite”, Theory Probab. Appl., 24:4 (1980), 741–754