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On the Expected Number of Level Crossings of Random Trigonometric Polynomials.

Authors :
Farahmand, K.
Shaposhnikov, A.
Source :
Stochastic Analysis & Applications. Nov2005, Vol. 23 Issue 6, p1141-1147. 7p.
Publication Year :
2005

Abstract

This paper provides an asymptotic estimate for the expected number of level-crossings of random trigonometric polynomials a 0 (ω) + a 1 (ω)cosΘ + ··· + a n (ω)cos n Θ, where a j (ω), j = 0,..., n are k groups of independent normally distributed random variables with means μ i and variances , i = 1,..., k . It is shown that in order to obtain our result we need charac-teristics, namely μ i and , i = 1,..., k , to be any bounded absolute constants. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
07362994
Volume :
23
Issue :
6
Database :
Academic Search Index
Journal :
Stochastic Analysis & Applications
Publication Type :
Academic Journal
Accession number :
18685959
Full Text :
https://doi.org/10.1080/07362990500269591