On Rice's formula for stationary multivariate piecewise smooth processes
Probability
2010-09-21 v1
Abstract
Let be a stationary piecewise continuous -valued process that moves between jumps along the integral curves of a given continuous vector field, and let be a smooth surface. The aim of this paper is to derive a multivariate version of Rice's formula, relating the intensity of the point process of (localized) continuous crossings of by to the distribution of . Our result is illustrated by examples relating to queueing networks and stress release network models.
Keywords
Cite
@article{arxiv.1009.3885,
title = {On Rice's formula for stationary multivariate piecewise smooth processes},
author = {K. A. Borovkov and G. Last},
journal= {arXiv preprint arXiv:1009.3885},
year = {2010}
}