Advances and Applications in Statistics
Volume 10, Issue 2, Pages 295 - 301
(December 2008)
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UP-CROSSINGS RATE BY THE PRODUCT OF TWO GAUSSIAN PROCESSES
Q. D. Katatbeh (Jordan), M. T. Alodat (Jordan) and K. M. Aludaat (Jordan)
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Abstract: We derived the up-crossings rate of the product of two stationary, differentiable and independent Gaussian random processes. We compared our results with an example. |
Keywords and phrases: Gaussian process, up-crossing, Rice’s formula. |
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