Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes

Michael B. Marcus and Kevin Shen

Stochastic Processes and their Applications, 1998, vol. 76, issue 1, 1-32

Abstract: Let denote the expected number of crossings of a level , in a fixed time interval [0,1], by a large class of real valued symmetric stationary harmonizable infinitely divisible processes which includes stationary harmonizable stable processes. Equivalent upper and lower bounds are given for and a precise asymptotic limit is given for , as .

Date: 1998
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