Level curves, crossings and specular points for Gaussian models. - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2007

Level curves, crossings and specular points for Gaussian models.

Résumé

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 Ito-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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Dates et versions

hal-00239290 , version 1 (05-02-2008)
hal-00239290 , version 2 (13-05-2008)

Identifiants

  • HAL Id : hal-00239290 , version 2

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Marie Kratz, José R. Leon. Level curves, crossings and specular points for Gaussian models.. 2007. ⟨hal-00239290v2⟩
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