Level crossings of absolutely continuous stationary symmetric $\alpha$-stable processes
Work
Year: 1997
Type: article
Abstract: We describe the mean rate at which a general absolutely continuous stationary $S \alpha S$ process crosses a high level. Only nondegeneracy assumptions are imposed in the case $1 < \alpha < 2$. The sa... more
Institutions University of North Carolina at Chapel Hill, Technion – Israel Institute of Technology, Cornell University
Cites: 21
Cited by: 9
Related to: 10
FWCI: 1.551
Citation percentile (by year/subfield): 62.11
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze