摘要
设{X(t),0≤t≤T<+∞}是平稳高斯过程(可以是均方不可微的,即二阶谱矩可以是无限的),本文着重讨论当n→∞时,过程上穿过u的期望次数的渐近性质.
Let {X (t), 0 < t≤T < + ∞ } be a stationary Gaussian process (may be nondifferentiable in quadratic mean). We discuss the asymptotical properties of mean number of upcrossings for level u > 0 (or u →∞) by {X(t),0≤ t≤ T }.
基金
国家自然科学基金