Saddle point approximation of Rice's formula

Research output: Contribution to journalArticle

Abstract

The saddle point approximation of Rice's formula for the upcrossing rate of a stationary random process has until now only been informally studied. We formulate and prove a formal theorem which gives the first two terms in the saddle point expansion and slightly modify the second term.
Original languageEnglish
JournalPreprint without journal information
Issue number2005:2
Publication statusUnpublished - 2005

Subject classification (UKÄ)

  • Probability Theory and Statistics

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