FUNDAMENTALNAYA I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

2002, VOLUME 8, NUMBER 1, PAGES 187-194

On rate of approximation of critical excursion probability for random process by moments method

H. Yu. Piliguzova

Abstract

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The rate of approximation of the number of high level crossings distribution for a Gaussian process with various spectra have been investigated by Monte Carlo method. Methods to simulate the paths of these processes have been used. Approximations have been obtained with the aid of Rice method. The result is presented as a table.

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Last modified: July 5, 2002