Level curves, crossings and speed of specular points for Gaussian models

نویسندگان

  • Marie F. Kratz
  • José R. León
چکیده

Using generalizations of the well known Rice formula and applying the general method related to m-dependent processes that we settled in earlier works, allow one to obtain representations into the Itô-Wiener Chaos and CLTs for curve-crossings number. This approach not only explains heuristic considerations of Longuet-Higgins on specular points and related problems in the context of sea modelling, but goes far beyond when providing asymptotic results. These results on curve-crossings may also be applied in other fields. One example is the study of the estimator of the natural frequency of a harmonic oscillator.

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تاریخ انتشار 2008