Accession Number : AD0635139

Title :   A GENERAL METHOD FOR THE CALCULATION OF AXIS-CROSSING MOMENTS.

Descriptive Note : Technical rept. no. 5.

Corporate Author : RESEARCH TRIANGLE INST DURHAM N C

Personal Author(s) : Leadbetter, M. Ross

Report Date : JUN 1966

Pagination or Media Count : 14

Abstract : In this report the moments of the number of crossings of a level or curve by a stochastic process are obtained, for a wide class of such processes. This extends results of Cramer and Leadbetter, also Ylvisaker to non normal cases and provides an alternative derivation to that of Ylvisaker (loc. cit.) in the normal case. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEORY)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE