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Porträtt av Krzysztof Podgórski. Foto.

Krzysztof Podgórski

Prefekt Statistiska institutionen, Professor

Porträtt av Krzysztof Podgórski. Foto.

Distributions at random events

Författare

  • Krzysztof Podgorski
  • Igor Rychlik

Summary, in English

We discuss the generalized Rice formula approach to deriving long-run distributions of characteristics defined at random events of a stochastic process or field. The approach stems from the same principle originally introduced by Rice for the level crossing intensity in a random signal and we review its extensions to more general contexts. Events are defined on random surfaces through crossing levels of (multivariate) stochastic fields. We also account for the dynamics of spatial-temporal fields using observed velocities. Extensions beyond the Gaussian model are shown and models for sampling from the level crossing distributions are presented. The importance of these generalizations for applications is illustrated through examples.

Avdelning/ar

  • Statistiska institutionen

Publiceringsår

2016-10-20

Språk

Engelska

Publikation/Tidskrift/Serie

2016 2nd International Conference on Event-Based Control, Communication, and Signal Processing, EBCCSP 2016 - Proceedings

Dokumenttyp

Konferensbidrag

Förlag

IEEE - Institute of Electrical and Electronics Engineers Inc.

Ämne

  • Probability Theory and Statistics

Conference name

2nd International Conference on Event-Based Control, Communication, and Signal Processing, EBCCSP 2016

Conference date

2016-06-13 - 2016-06-15

Conference place

Krakow, Poland

Aktiv

Published

ISBN/ISSN/Övrigt

  • ISBN: 9781509041961