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.
|Journal||Preprint without journal information|
|Publication status||Unpublished - 2005|
Subject classification (UKÄ)
- Probability Theory and Statistics