On a Class of Gaussian Processes for Which the Mean Rate of Crossings is Infinite
平均穿越率为无穷的一类高斯过程
Summary A stationary Gaussian process X(t) is defined as locally Markov if the slope of its autocorrelation function has a finite jump at the origin. For such a process the mean rate of crossings at an arbitrary level a is infinite. For small (t2 − t1), the probability that X(t1) − a and X(t2) − a have opposite signs is calculated, both with and without the auxiliary condition, X(t3)∈ (x3, x3+dx3], …, X(tn+2)∈(xn+2, xn+2+dxn+2], where the times t3,…, tn+2 are all outside…