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On statistics at level crossings by a stationary process

机译:关于平稳过程中的平交路口统计

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The main purpose of this paper is to indicate formal theorems and conditions for the extensions of Rice’s Formula for intensities of crossings of a fixed level u by a stationary process X(t) in order to provide the conditional (Palm) distribution of an associated process Y(t) at the level crossing instants. Sections 1 and 2 provide brief background material on Rice’s Formula and Palm distributions, while relevant historical comments and basic results are given in Section 3. These are stated with some indications of proof in Section 4 and calculation of the Palm distributions shown in Section 5. Two cases of importance in applications are considered: (a) where (roughly) X(t), Y(t) and the derivative X′(t) have a joint density and (b) where Y(t)=X′(t). The resulting Palm distributions are each absolutely continuous with readily calculable densities. These are evaluated for Gaussian processes in Section 6 and applications to motivating 2 structural safety questions indicated in Section 7.
机译:本文的主要目的是为平稳过程X(t)的固定强度u穿过强度的莱斯公式的扩展表示形式定理和条件,以便提供相关过程的条件(Palm)分布平交道口瞬间的Y(t)。第1节和第2节简要介绍了莱斯的公式和Palm分布,而相关的历史评论和基本结果在第3节中给出。这些在第4节中作了一些证明,并在第5节中显示了Palm分布的计算。考虑了两种在应用中很重要的情况:(a)其中(大约)X(t),Y(t)和导数X'(t)具有联合密度,以及(b)其中Y(t)= X'( t)。生成的Palm分布每个都是绝对连续的,并且密度易于计算。在第6节中对高斯过程进行了评估,并在第7节中指出了这些动机用于激发2个结构安全性问题。

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