Notes on Mean Number of Upcrossings for Stationary Gaussian Process

Abstract:

      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 }.