Krzysztof Podgórski
Professor, Head of the Department of Statistics
Distributions at random events
Author
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