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