The browser you are using is not supported by this website. All versions of Internet Explorer are no longer supported, either by us or Microsoft (read more here: https://www.microsoft.com/en-us/microsoft-365/windows/end-of-ie-support).

Please use a modern browser to fully experience our website, such as the newest versions of Edge, Chrome, Firefox or Safari etc.

Portrait of Krzysztof Podgórski. Photo.

Krzysztof Podgórski

Professor, Head of the Department of Statistics

Portrait of Krzysztof Podgórski. Photo.

Distributions at random events

Author

  • 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.

Department/s

  • Department of Statistics

Publishing year

2016-10-20

Language

English

Publication/Series

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

Document type

Conference paper

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • 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

Status

Published

ISBN/ISSN/Other

  • ISBN: 9781509041961